Regularization Methods for Semidefinite Programming
نویسندگان
چکیده
We introduce a new class of algorithms for solving linear semidefinite programming (SDP) problems. Our approach is based on classical tools from convex optimization such as quadratic regularization and augmented Lagrangian techniques. We study the theoretical properties and we show that practical implementations behave very well on some instances of SDP having a large number of constraints. We also show that the “boundary point method” from [PRW06] is an instance of this class.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 20 شماره
صفحات -
تاریخ انتشار 2009