An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP

DOI10.1137/110847081zbMATH Open1401.90120OpenAlexW2070740567MaRDI QIDQ4899024FDOQ4899024

Authors: Kaifeng Jiang, Defeng Sun, Kim-Chuan Toh 

Publication date: 4 January 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110847081

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zbMATH Keywords

structured convex optimizationconvex quadratic SDPinexact accelerated proximal gradientsemismooth Newton-CG

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Semidefinite programming (90C22) Iterative numerical methods for linear systems (65F10)

Cited In (44)

• Inexact accelerated augmented Lagrangian methods
• Approximate versions of proximal iteratively reweighted algorithms including an extended IP-ICMM for signal and image processing problems
• An inexact dual fast gradient-projection method for separable convex optimization with linear coupled constraints
• Scaled, inexact, and adaptive generalized FISTA for strongly convex optimization
• Inexact successive quadratic approximation for regularized optimization
• A method for weighted projections to the positive definite cone
• A relax inexact accelerated proximal gradient method for the constrained minimization problem of maximum eigenvalue functions
• Convergent prediction-correction-based ADMM for multi-block separable convex programming
• An efficient duality-based approach for PDE-constrained sparse optimization
• Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates
• ``FISTA in Banach spaces with adaptive discretisations
• On how to solve large-scale log-determinant optimization problems
• An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization
• A note on the sufficient initial condition ensuring the convergence of directly extended 3-block ADMM for special semidefinite programming
• An FE-inexact heterogeneous ADMM for elliptic optimal control problems with \(L^1\)-control cost
• Computing the best approximation over the intersection of a polyhedral set and the doubly nonnegative cone
• Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method
• An efficient inexact ABCD method for least squares semidefinite programming
• A rank-corrected procedure for matrix completion with fixed basis coefficients
• An inexact proximal DC algorithm with sieving strategy for rank constrained least squares semidefinite programming
• Practical inexact proximal quasi-Newton method with global complexity analysis
• Convergence rates of accelerated proximal gradient algorithms under independent noise
• Accelerated sampling Kaczmarz Motzkin algorithm for the linear feasibility problem
• A framework of constraint preserving update schemes for optimization on Stiefel manifold
• A 2-block semi-proximal ADMM for solving the H-weighted nearest correlation matrix problem
• A new convergence analysis and perturbation resilience of some accelerated proximal forward-backward algorithms with errors
• Inexact proximal stochastic gradient method for convex composite optimization
• Fused multiple graphical lasso
• A note on approximate accelerated forward-backward methods with absolute and relative errors, and possibly strongly convex objectives
• An iDCA with sieving strategy for PDE-constrained optimization problems with \(L^{1-2}\)-control cost
• The augmented Lagrangian method based on the APG strategy for an inverse damped gyroscopic eigenvalue problem
• Computing the nearest Euclidean distance matrix with low embedding dimensions
• An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem
• An inexact gradient mirror descent algorithm for non-smooth convex optimization
• Conditional quadratic semidefinite programming: examples and methods
• A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications
• Several kinds of acceleration techniques for unconstrained optimization first-order algorithms
• Inexact version of Bregman proximal gradient algorithm
• On FISTA with a relative error rule
• QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
• Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
• A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions
• A FE-ADMM algorithm for Lavrentiev-regularized state-constrained elliptic control problem
• An acceleration of proximal diagonal Newton method

Uses Software

• QSDP

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