A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs

European Journal of Operational Research

Volumn 207, Issue 3, 2010, Pages 1210-1220

  Sun, Jie ^a   Zhang, Su ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b NANKAI UNIVERSITY   (China)

Author keywords

Alternating direction method; Conic programming; Quadratic semidefinite optimization

Indexed keywords

ALTERNATING DIRECTION METHODS; COMPUTATIONAL EFFORT; CONIC PROGRAMMING; FIRST-ORDER; GLOBAL CONVERGENCE; INTERIOR POINT METHODS; METRIC PROJECTION; NUMERICAL EVIDENCE; QUADRATIC SEMIDEFINITE OPTIMIZATION; SECOND ORDERS; SEMIDEFINITE CONES; SEMIDEFINITE OPTIMIZATION; SEMIDEFINITE PROGRAMS; SMOOTHING NEWTON METHODS;

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; NEWTON-RAPHSON METHOD;

CONSTRAINED OPTIMIZATION;

EID: 77957723364     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2010.07.020     Document Type: Article

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