A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
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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
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