A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
From MaRDI portal
Publication:3058503
DOI10.1137/080718206zbMath1213.90175MaRDI QIDQ3058503
Defeng Sun, Kim-Chuan Toh, Xinyuan Zhao
Publication date: 3 December 2010
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/58308
semidefinite programming; conjugate gradient method; Newton method; semismoothness; augmented Lagrangian
90C22: Semidefinite programming
90C25: Convex programming
90C06: Large-scale problems in mathematical programming
65F10: Iterative numerical methods for linear systems
Related Items
A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems, Polynomial Norms, Accelerated method for optimization over density matrices in quantum state estimation, A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming, Unnamed Item, Unnamed Item, Algorithm 996, SDPNAL+: A Matlab software for semidefinite programming with bound constraints (version 1.0), An Efficient Quadratic Programming Relaxation Based Algorithm for Large-Scale MIMO Detection, Scalable Semidefinite Programming, An Efficient Linearly Convergent Regularized Proximal Point Algorithm for Fused Multiple Graphical Lasso Problems, An Inexact Augmented Lagrangian Method for Second-Order Cone Programming with Applications, Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector, Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm, A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization, Efficient projection onto the intersection of a half-space and a box-like set and its generalized Jacobian, SDP-Based Bounds for the Quadratic Cycle Cover Problem via Cutting-Plane Augmented Lagrangian Methods and Reinforcement Learning, Unnamed Item, SOS-SDP: An Exact Solver for Minimum Sum-of-Squares Clustering, A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems, An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming, An efficient augmented Lagrangian method for support vector machine, Efficient Numerical Methods for Computing the Stationary States of Phase Field Crystal Models, The Linear and Asymptotically Superlinear Convergence Rates of the Augmented Lagrangian Method with a Practical Relative Error Criterion, An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity, High-accuracy solution of large-scale semidefinite programs, Best Nonnegative Rank-One Approximations of Tensors, Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold, Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian, Efficient Sparse Semismooth Newton Methods for the Clustered Lasso Problem, Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone, Constrained Best Euclidean Distance Embedding on a Sphere: A Matrix Optimization Approach, A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints, An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems, DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization, An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming, A Convex Matrix Optimization for the Additive Constant Problem in Multidimensional Scaling with Application to Locally Linear Embedding, On the low rank solution of the Q‐weighted nearest correlation matrix problem, A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions, A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems, Iteration-complexity of first-order augmented Lagrangian methods for convex programming, Semidefinite relaxations for partitioning, assignment and ordering problems, Semidefinite relaxations for partitioning, assignment and ordering problems, On Degenerate Doubly Nonnegative Projection Problems, Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound, Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications, An equivalent nonlinear optimization model with triangular low-rank factorization for semidefinite programs, A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem, On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming, A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds, A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming, A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees, Solving graph equipartition SDPs on an algebraic variety, Approximation of the Shannon capacity via matrix cone programming, Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming, An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization, A DCA-Newton method for quartic minimization over the sphere, Proximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategy, Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming, An algorithm for solution of the Sylvester s‐conjugate linear equation for the commutative elliptic octonions, Composite Difference-Max Programs for Modern Statistical Estimation Problems, A SemiSmooth Newton Method for Semidefinite Programs and its Applications in Electronic Structure Calculations, On Efficiently Solving the Subproblems of a Level-Set Method for Fused Lasso Problems, Quadratic Growth Conditions for Convex Matrix Optimization Problems Associated with Spectral Functions, A feasible method for optimization with orthogonality constraints, A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems, An adaptive accelerated first-order method for convex optimization, On how to solve large-scale log-determinant optimization problems, Douglas-Rachford splitting method for semidefinite programming, Conic optimization via operator splitting and homogeneous self-dual embedding, An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem, A trust region method for solving semidefinite programs, The GUS-property of second-order cone linear complementarity problems, On the stable solution of large scale problems over the doubly nonnegative cone, An implementable proximal point algorithmic framework for nuclear norm minimization, Lower bounds on the global minimum of a polynomial, Conditional quadratic semidefinite programming: examples and methods, A feasible filter method for the nearest low-rank correlation matrix problem, A partial proximal point algorithm for nuclear norm regularized matrix least squares problems, A homotopy method based on penalty function for nonlinear semidefinite programming, SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints, Stability and performance verification of optimization-based controllers, A robust Lagrangian-DNN method for a class of quadratic optimization problems, A semidefinite programming study of the Elfving theorem, Newton's method for computing the nearest correlation matrix with a simple upper bound, Alternating direction augmented Lagrangian methods for semidefinite programming, An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection, Inexact non-interior continuation method for monotone semidefinite complementarity problems, An inexact SQP Newton method for convex SC\(^{1}\) minimization problems, Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property, Faster, but weaker, relaxations for quadratically constrained quadratic programs, A first-order block-decomposition method for solving two-easy-block structured semidefinite programs, Optimizing a polyhedral-semidefinite relaxation of completely positive programs, An augmented Lagrangian method for a class of Inverse quadratic programming problems, Erratum to: ``On the solution of large-scale SDP problems by the modified barrier method using iterative solvers, A regularized semi-smooth Newton method with projection steps for composite convex programs, A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming, Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming, A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming, ADMM for the SDP relaxation of the QAP, QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming, A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness, Efficient semidefinite branch-and-cut for MAP-MRF inference, Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs, Nonsingularity of FB system and constraint nondegeneracy in semidefinite programming, A globally convergent filter-type trust region method for semidefinite programming, A survey on conic relaxations of optimal power flow problem, A proximal DC approach for quadratic assignment problem, A proximal augmented method for semidefinite programming problems, Tensor theta norms and low rank recovery, An efficient Hessian based algorithm for singly linearly and box constrained least squares regression, \(\mathrm{B}\)-subdifferentials of the projection onto the matrix simplex, An interior point-proximal method of multipliers for linear positive semi-definite programming, Semismooth and smoothing Newton methods for nonlinear systems with complementarity constraints: adaptivity and inexact resolution, Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming, A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems, B-subdifferential of the projection onto the generalized spectraplex, A globally convergent method for solving a quartic generalized Markowitz portfolio problem, An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems, Certifying the global optimality of quartic minimization over the sphere, Augmented Lagrangian methods for convex matrix optimization problems, An investigation on semismooth Newton based augmented Lagrangian method for image restoration, Accelerated sampling Kaczmarz Motzkin algorithm for the linear feasibility problem, An inexact interior-point Lagrangian decomposition algorithm with inexact oracles, On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming, A branch-and-bound algorithm for solving max-\(k\)-cut problem, A projected semismooth Newton method for problems of calibrating least squares covariance matrix, An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems, When do birds of a feather flock together? \(k\)-means, proximity, and conic programming, On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope, Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs, Chordal decomposition in operator-splitting methods for sparse semidefinite programs, An inexact augmented Lagrangian multiplier method for solving quadratic complementary problems: an adapted algorithmic framework combining specific resolution techniques, Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization, An inexact dual logarithmic barrier method for solving sparse semidefinite programs, On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming, A novel approach for solving semidefinite programs, Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem, Spectral operators of matrices, SDP-based branch-and-bound for non-convex quadratic integer optimization, A new approximation hierarchy for polynomial conic optimization, On a box-constrained linear symmetric cone optimization problem, Convex optimization for the planted \(k\)-disjoint-clique problem, Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems, Analysis on a superlinearly convergent augmented Lagrangian method, Semi-definite programming relaxation of quadratic assignment problems based on nonredundant matrix splitting, An efficient augmented Lagrangian method with semismooth Newton solver for total generalized variation, An inexact Riemannian proximal gradient method, Copositive Programming, Block Coordinate Descent Methods for Semidefinite Programming, Projection Methods in Conic Optimization, The State-of-the-Art in Conic Optimization Software, An Efficient Inexact ABCD Method for Least Squares Semidefinite Programming, Primal–dual first-order methods for a class of cone programming, Matrix Relaxations in Combinatorial Optimization, SOME EXPERIENCES WITH SOLVING SEMIDEFINITE PROGRAMMING RELAXATIONS OF BINARY QUADRATIC OPTIMIZATION MODELS IN COMPUTATIONAL BIOLOGY, The Z -eigenvalues of a symmetric tensor and its application to spectral hypergraph theory, An augmented Lagrangian trust region method for equality constrained optimization, Matrix-Free Convex Optimization Modeling, Randomized Iterative Methods for Linear Systems
Uses Software
