An augmented Lagrangian iteration method for convex quadratic SDP

MaRDI QIDQ5499124zbMATH OpenFDO

Authors Xiaokai Chang

Publication date 11 February 2015

zbMATH Keywords

augmented Lagrangianchange of factorizationconvex quadratic semidefinite programmingexact line search

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Semidefinite programming (90C22) Convex programming (90C25) Nonlinear programming (90C30)

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Cited in

(7)

• QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
• QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
• A Newton-CG Augmented Lagrangian Method for Convex Quadratically Constrained Quadratic Semidefinite Programs
• scientific article; zbMATH DE number 6610411 (Why is no real title available?)
• Recursive quadratic programming methods based on the augmented lagrangian
• The augmented Lagrangian method with full Jacobian decomposition and logarithmic-quadratic proximal regularization for multiple-block separable convex programming
• scientific article; zbMATH DE number 7590223 (Why is no real title available?)

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