Cited in
(55)- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- Solving \(k\)-cluster problems to optimality with semidefinite programming
- 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
- A polynomial-time inexact interior-point method for convex quadratic symmetric cone programming
- On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming
- A Newton-CG augmented Lagrangian method for semidefinite 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
- A polynomial-time interior-point algorithm for convex quadratic semidefinite optimization
- Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming
- Local Duality of Nonlinear Semidefinite Programming
- A polynomial-time interior-point method for conic optimization, with inexact barrier evaluations
- A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization
- A polynomial-time inexact primal-dual infeasible path-following algorithm for convex quadratic SDP
- Numerical solution of a class of quasi-linear matrix equations
- An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
- A strategy of global convergence for the affine scaling algorithm for convex 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
- PENSDP
- SNLSDP
- bmrm
- DISCO
- QSDPNAL
- CurveLP
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- An inexact spectral bundle method for convex quadratic semidefinite programming
- Solving large-scale least squares semidefinite programming by alternating direction methods
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure
- A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
- A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
- Feasibility and a fast algorithm for Euclidean distance matrix optimization with ordinal constraints
- A regularized strong duality for nonsymmetric semidefinite least squares problem
- A Euclidean distance matrix model for protein molecular conformation
- Ordinal distance metric learning with MDS for image ranking
- 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
- An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
- 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
- A Dual Optimization Approach to Inverse Quadratic Eigenvalue Problems with Partial Eigenstructure
- 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
- 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
- A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming
- An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
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