QSDP
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Software:16894
swMATH4726MaRDI QIDQ16894FDOQ16894
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Cited In (49)
- Title not available (Why is that?)
- A unified kernel function approach to primal-dual interior-point algorithms for convex quadratic SDO
- Primal-dual interior-point algorithm for convex quadratic semi-definite optimization
- On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond
- Semidefinite diagonal directions Monte Carlo algorithms for detecting necessary linear matrix inequality constraints
- On how to solve large-scale log-determinant optimization problems
- Local Duality of Nonlinear Semidefinite Programming
- Navigating in a Graph by Aid of Its Spanning Tree Metric
- Ordinal Distance Metric Learning with MDS for Image Ranking
- Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming
- A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization
- Numerical solution of a class of quasi-linear matrix equations
- A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
- A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
- On a box-constrained linear symmetric cone optimization problem
- A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- An inexact spectral bundle method for convex quadratic semidefinite programming
- A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization
- A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
- Feasibility and a fast algorithm for Euclidean distance matrix optimization with ordinal constraints
- Title not available (Why is that?)
- A regularized strong duality for nonsymmetric semidefinite least squares problem
- A Euclidean distance matrix model for protein molecular conformation
- Dualize it: software for automatic primal and dual conversions of conic programs
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
- A preconditioned Newton algorithm for the nearest correlation matrix
- The spherical constraint in Boolean quadratic programs
- A Dual Optimization Approach to Inverse Quadratic Eigenvalue Problems with Partial Eigenstructure
- Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
- A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics
- An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
- QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
- Newton's method for computing the nearest correlation matrix with a simple upper bound
- An Inexact Accelerated Proximal Gradient Method for Large Scale Linearly Constrained Convex SDP
- A large-update feasible interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function
- Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming
- An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners
- A Polynomial-Time Interior-Point Method for Conic Optimization, With Inexact Barrier Evaluations
- A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem
- A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- Solving \(k\)-cluster problems to optimality with semidefinite programming
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