A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions

DOI10.1007/s10107-014-0850-5zbMath1342.90134arXiv1409.2679OpenAlexW2093499918MaRDI QIDQ5962721

Defeng Sun, Xudong Li, Kim-Chuan Toh

Publication date: 23 February 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.2679

zbMATH Keywords

Schur complementconvex quadratic conic programmingmultiple-block ADMMquadratic semidefinite programmingsemi-proximal ADMM

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)

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Uses Software

• SDPNAL+

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