A partial parallel splitting augmented Lagrangian method for solving constrained matrix optimization problems

DOI10.1016/J.CAMWA.2010.06.035MaRDI QIDQ614333zbMATH OpenOpenAlexFDO

Authors Zheng Peng, Donghua Wu

Publication date 27 December 2010

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2010.06.035

zbMATH Keywords

alternating directions methodconstrained matrix optimizationparallel splitting methodseparable convex optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Convex programming (90C25)

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Cites work

• A descent method for structured monotone variational inequalities
• A Dual Approach to Semidefinite Least-Squares Problems
• A general framework of contraction methods for monotone variational inequalities
• A hybrid entropic proximal decomposition method with self-adaptive strategy for solving variational inequality problems
• A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
• A self-adaptive projection method with improved step-size for solving variational inequalities
• A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
• Computing the nearest correlation matrix--a problem from finance
• scientific article; zbMATH DE number 45081 (Why is no real title available?)
• Least-Squares Covariance Matrix Adjustment
• Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities

Cited in

(6)

• Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization
• A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
• A new partial splitting augmented Lagrangian method for minimizing the sum of three convex functions
• scientific article; zbMATH DE number 7635261 (Why is no real title available?)
• A descent SQP alternating direction method for minimizing the sum of three convex functions
• A hybrid splitting method for smoothing Tikhonov regularization problem

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