SDPNAL $$+$$ + : a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
نویسندگان
چکیده
منابع مشابه
SDPNAL \(+\) : a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
Abstract In this paper, we present a majorized semismooth Newton-CG augmented Lagrangian method, called SDPNAL+, for semidefinite programming (SDP) with partial or full nonnegative constraints on the matrix variable. SDPNAL+ is a much enhanced version of SDPNAL introduced by Zhao et al. (SIAM J Optim 20:1737–1765, 2010) for solving generic SDPs. SDPNAL works very efficiently for nondegenerate S...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2015
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-015-0082-6