QSDP

swMATH4726MaRDI QIDQ16894FDOQ16894

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Cited In (49)

• A unified kernel function approach to primal-dual interior-point algorithms for convex quadratic SDO
• A polynomial-time inexact interior-point method for convex quadratic symmetric cone programming
• Primal-dual interior-point algorithm for convex quadratic semi-definite optimization
• A Newton-CG augmented Lagrangian method for semidefinite programming
• 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
• A polynomial-time interior-point algorithm for convex quadratic semidefinite optimization
• On how to solve large-scale log-determinant optimization problems
• A polynomial-time interior-point method for conic optimization, with inexact barrier evaluations
• Local Duality of Nonlinear Semidefinite Programming
• Ordinal Distance Metric Learning with MDS for Image Ranking
• Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming
• A polynomial-time inexact primal-dual infeasible path-following algorithm for convex quadratic SDP
• A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization
• An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
• Numerical solution of a class of quasi-linear matrix equations
• 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
• A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
• Solving large-scale least squares semidefinite programming by alternating direction methods
• An inexact spectral bundle method for convex quadratic semidefinite programming
• 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 sequential semismooth Newton method for the nearest low-rank correlation matrix problem
• 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
• 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
• 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 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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