An inexact spectral bundle method for convex quadratic semidefinite programming

Cites Work

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An Inverse Free Preconditioned Krylov Subspace Method for Symmetric Generalized Eigenvalue Problems
Algorithm 845
Numerical optimization. Theoretical and practical aspects. Transl. from the French
Computing the nearest correlation matrix--a problem from finance
A Spectral Bundle Method for Semidefinite Programming
A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
Nonsmooth sequential analysis in Asplund spaces
Proximity control in bundle methods for convex nondifferentiable minimization
Variable metric bundle methods: From conceptual to implementable forms
Error bounds for eigenvalue and semidefinite matrix inequality systems
Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
A Proximal Bundle Method with Approximate Subgradient Linearizations
A proximal bundle method based on approximate subgradients
A bundle-filter method for nonsmooth convex constrained optimization
On the relation between bundle methods for maximal monotone inclusions and hybrid proximal point algorithms
Bundle methods for regularized risk minimization
Survey of Bundle Methods for Nonsmooth Optimization
A bundle method for solving equilibrium problems
Sensitivity analysis of all eigenvalues of a symmetric matrix
Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming
Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
Incremental-like bundle methods with application to energy planning
An inexact primal-dual path following algorithm for convex quadratic SDP
Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
On the Nesterov--Todd Direction in Semidefinite Programming
First-Order and Second-Order Conditions for Error Bounds
The Euclidian Distance Matrix Completion Problem
Necessary conditions for ε-optimality
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
A second-order bundle method to minimize the maximum eigenvalue function.
A predictor--corrector algorithm for QSDP combining Dikin-type and Newton centering steps
Semi-Definite Matrix Constraints in Optimization
Large-Scale Optimization of Eigenvalues
Dynamic bundle methods
Schedule-Based and Autoregressive Bus Running Time Modeling in the Presence of Driver-Bus Heterogeneity
Parallel implementation of a semidefinite programming solver based on CSDP on a distributed memory cluster
A quasi-Newton bundle method based on approximate subgradients

Cited In (7)

A novel approach for solving semidefinite programs
A Subspace Method for Large-Scale Eigenvalue Optimization
A Lipschitzian error bound for convex quadratic symmetric cone programming
Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization
A Spectral Bundle Method for Semidefinite Programming
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates

Uses Software

EIGIFP
Matlab
QSDP
PLCP
SQPlab
bmrm

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