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 |
| _version_ | 1848749460577845248 |
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| author | Sun, Jie Zhang, S. |
| author_facet | Sun, Jie Zhang, S. |
| author_sort | Sun, Jie |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 point methods or the smoothing Newton methods. In fact, only a single inexact metric projection onto the positive semidefinite cone is required at each iteration. We prove global convergence and provide numerical evidence to show the effectiveness of this method. |
| first_indexed | 2025-11-14T07:21:17Z |
| format | Journal Article |
| id | curtin-20.500.11937-17416 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:21:17Z |
| publishDate | 2010 |
| publisher | Elsevier BV * North-Holland |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-174162018-03-29T09:06:21Z A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs Sun, Jie Zhang, S. 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 point methods or the smoothing Newton methods. In fact, only a single inexact metric projection onto the positive semidefinite cone is required at each iteration. We prove global convergence and provide numerical evidence to show the effectiveness of this method. 2010 Journal Article http://hdl.handle.net/20.500.11937/17416 10.1016/j.ejor.2010.07.020 Elsevier BV * North-Holland restricted |
| spellingShingle | Sun, Jie Zhang, S. A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs |
| title | A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs |
| title_full | A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs |
| title_fullStr | A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs |
| title_full_unstemmed | A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs |
| title_short | A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs |
| title_sort | modified alternating direction method for convex quadratically constrained quadratic semidefinite programs |
| url | http://hdl.handle.net/20.500.11937/17416 |