Alternating direction augmented Lagrangian methods for semidefinite programming
نویسندگان
چکیده
منابع مشابه
Alternating direction augmented Lagrangian methods for semidefinite programming
We present an alternating direction method based on an augmented Lagrangian framework for solving semidefinite programming (SDP) problems in standard form. At each iteration, the algorithm, also known as a two-splitting scheme, minimizes the dual augmented Lagrangian function sequentially with respect to the Lagrange multipliers corresponding to the linear constraints, then the dual slack varia...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2010
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-010-0017-1