A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming
From MaRDI portal
Publication:4646527
DOI10.1080/02331934.2018.1490956zbMath1416.90031OpenAlexW2811027440WikidataQ129597139 ScholiaQ129597139MaRDI QIDQ4646527
Peng Jun Zhao, Xiaokai Chang, San-Yang Liu
Publication date: 14 January 2019
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2018.1490956
convergence analysissemidefinite programmingalternating direction method of multipliers\(H\)-weighted nearest correlation matrix problem
Related Items
The growth on the maximum modulus of double Dirichlet series, The growth of entire functions defined by Laplace-Stieltjes transforms related to proximate order and approximation, A generalization of linearized alternating direction method of multipliers for solving two-block separable convex programming, The properties of solutions for several types of Painlevé equations concerning fixed-points, zeros and poles
Uses Software
Cites Work
- Computing the nearest correlation matrix--a problem from finance
- SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
- An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
- Alternating direction augmented Lagrangian methods for semidefinite programming
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function
- Hankel Matrix Rank Minimization with Applications to System Identification and Realization
- Alternating Direction Method with Gaussian Back Substitution for Separable Convex Programming
- A Convergent $3$-Block Semi-Proximal ADMM for Convex Minimization Problems with One Strongly Convex Block
- A 2-block semi-proximal ADMM for solving the H-weighted nearest correlation matrix problem
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
- An Inexact Accelerated Proximal Gradient Method for Large Scale Linearly Constrained Convex SDP
- A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions