A partial parallel splitting augmented Lagrangian method for solving constrained matrix optimization problems
From MaRDI portal
Publication:614333
DOI10.1016/j.camwa.2010.06.035zbMath1202.65084OpenAlexW1965858384MaRDI QIDQ614333
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
parallel splitting methodseparable convex optimizationalternating directions methodconstrained matrix optimization
Convex programming (90C25) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20)
Related Items (2)
A descent SQP alternating direction method for minimizing the sum of three convex functions ⋮ A hybrid splitting method for smoothing Tikhonov regularization problem
Cites Work
- Unnamed Item
- Unnamed Item
- Computing the nearest correlation matrix--a problem from finance
- Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities
- A hybrid entropic proximal decomposition method with self-adaptive strategy for solving variational inequality problems
- A self-adaptive projection method with improved step-size for solving variational inequalities
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- A Dual Approach to Semidefinite Least-Squares Problems
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
- Least-Squares Covariance Matrix Adjustment
- A descent method for structured monotone variational inequalities
This page was built for publication: A partial parallel splitting augmented Lagrangian method for solving constrained matrix optimization problems