A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
We propose a modified alternating direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, therefore requires much less computational effort per iteration than the second-order approaches such as the interior poin...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Elsevier BV * North-Holland
2010
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| Online Access: | http://hdl.handle.net/20.500.11937/17416 |