A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
DOI10.1007/S10107-014-0853-2zbMATH Open1342.90100OpenAlexW2046509554MaRDI QIDQ5962724FDOQ5962724
Authors: Caihua Chen, Yong-Jin Liu, Defeng Sun, 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://doi.org/10.1007/s10107-014-0853-2
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Cited In (13)
- Quadratic Growth Conditions for Convex Matrix Optimization Problems Associated with Spectral Functions
- Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian
- An efficient algorithm for Fantope-constrained sparse principal subspace estimation problem
- Spectral operators of matrices
- On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
- On some aspects of perturbation analysis for matrix cone optimization induced by spectral norm
- A regularized semi-smooth Newton method with projection steps for composite convex programs
- A semismooth Newton stochastic proximal point algorithm with variance reduction
- Augmented Lagrangian methods for convex matrix optimization problems
- A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices
- The Linear and Asymptotically Superlinear Convergence Rates of the Augmented Lagrangian Method with a Practical Relative Error Criterion
- Efficient projection onto the intersection of a half-space and a box-like set and its generalized Jacobian
Uses Software
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