An Efficient Inexact ABCD Method for Least Squares Semidefinite Programming
نویسندگان
چکیده
منابع مشابه
An Efficient Inexact ABCD Method for Least Squares Semidefinite Programming
We consider least squares semidefinite programming (LSSDP) where the primal matrix variable must satisfy given linear equality and inequality constraints, and must also lie in the intersection of the cone of symmetric positive semidefinite matrices and a simple polyhedral set. We propose an inexact accelerated block coordinate descent (ABCD) method for solving LSSDP via its dual, which can be r...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2016
ISSN: 1052-6234,1095-7189
DOI: 10.1137/15m1021799