Solving large-scale least squares semidefinite programming by alternating direction methods

SIAM Journal on Matrix Analysis and Applications

Volumn 32, Issue 1, 2011, Pages 136-152

  He, Bingsheng ^a   Xu, Minghua ^b   Yuan, Xiaoming ^c  

^a NANJING UNIVERSITY   (China)

^b CHANGZHOU UNIVERSITY   (China)

^c HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Alternating direction method; Large scale; Least squares semidefinite matrix; Variational inequality

Indexed keywords

MATRIX ALGEBRA; VARIATIONAL TECHNIQUES;

ALTERNATING DIRECTION METHODS; LARGE-SCALE; LINEAR CONSTRAINTS; POSITIVE SEMIDEFINITE MATRICES; SEMI-DEFINITE MATRIX; SEMI-DEFINITE PROGRAMMING; SYMMETRIC MATRICES; VARIATIONAL INEQUALITIES;

LEAST SQUARES APPROXIMATIONS;

EID: 79952421740     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/090768813     Document Type: Article

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