An alternating direction method for solving convex nonlinear semidefinite programming problems
نویسندگان
چکیده
منابع مشابه
Modified alternating direction method of multipliers for convex quadratic semidefinite programming
The dual form of convex quadratic semidefinite programming (CQSDP) problem, with nonnegative constraints on the matrix variable, is a 4-block convex optimization problem. It is known that, the directly extended 4-block alternating direction method of multipliers (ADMM) is very efficient to solve this dual, but its convergence are not guaranteed. In this paper, we reformulate it as a 3-block con...
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ژورنال
عنوان ژورنال: Optimization
سال: 2013
ISSN: 0233-1934,1029-4945
DOI: 10.1080/02331934.2011.611883