A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs

QR Code

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...

Full description

Bibliographic Details
Main Authors:	Sun, Jie, Zhang, S.
Format:	Journal Article
Published:	Elsevier BV * North-Holland 2010
Online Access:	http://hdl.handle.net/20.500.11937/17416

Similar Items

A Method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
by: Mehrotra, S., et al.
Published: (1991)

An alternating direction method for solving convex nonlinear semidefinite programming problems
by: Zhang, S., et al.
Published: (2013)

A sequential quadratic penalty method for nonlinear semidefinite programming
by: Huang, X., et al.
Published: (2003)

On the Structure of Convex Piecewise Quadratic Functions
by: Sun, Jie
Published: (1992)

A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming
by: Qian, X., et al.
Published: (2018)

An Algorithm for Convex Quadratic Programming That Requires O(n3.5L) Arithmetic Operations
by: Mehrotra, S., et al.
Published: (1990)

A Study on Monotropic Piecewise Quadratic Programming
by: Sun, Jie
Published: (2022)

The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
by: Sun, D., et al.
Published: (2008)

Successive Convex Approximations to Cardinality-Constrained Convex Programs: A Piecewise-Linear DC Approach
by: Zheng, X., et al.
Published: (2014)

On methods for solving nonlinear semidefinite optimization problems
by: Sun, Jie
Published: (2011)

Quadratic cost flow and the conjugate gradient method
by: Sun, Jie, et al.
Published: (2005)

The Convergent Generalized Central Paths for Linearly Constrained Convex Programming
by: Qian, X., et al.
Published: (2018)

Constraint exploration method for quadratic programming problem
by: Mohd, Ismail, et al.
Published: (2000)

Nash Equilibria with Piecewise Quadratic Costs
by: Sun, Jie, et al.
Published: (2006)

Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
by: Han, D., et al.
Published: (2005)

Quadratic programming for two dimensional case
by: Mohd, Ismail
Published: (2002)

A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization
by: Wang, G., et al.
Published: (2013)

An Interior Point Parameterized Central Path Following Algorithm for Linearly Constrained Convex Programming
by: Hou, L., et al.
Published: (2022)

Properties of the Augmented Lagrangian in Nonlinear Semidefinite Optimization1
by: Sun, Jie, et al.
Published: (2006)

Markov Chain methods for the Bipartite Boolean Quadratic Programming Problem
by: Karapetyan, Daniel, et al.
Published: (2017)

Exact Cutting Plane Methods for Quadratic Programming Problems with Applications
by: Spiers, Sandy
Published: (2024)

S-semigoodness for Low-Rank Semidefinite Matrix Recovery
by: Kong, L., et al.
Published: (2014)

On the stability of quadratic double centralizers and quadratic multipliers: A fixed point approach.
by: Bodaghi, Abasalt, et al.
Published: (2011)

Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms
by: Zhang, M., et al.
Published: (2019)

On quadratic stochastic operators
by: Ganikhodjaev, Nasir, et al.
Published: (2006)

Quadratic two-stage stochastic optimization with coherent measures of risk
by: Sun, Jie, et al.
Published: (2017)

High Performance Quadratic Classifier and the Application On PenDigits Recognition
by: Zhao, Z.J., et al.
Published: (2007)

Semismooth homeomorphisms and strong stability of semidefinite and Lorentz complementarity problems
by: Pang, J.S., et al.
Published: (2003)

Applications of Quadratic Programming and Genetic Algorithm To Portfolio Optimization
by: ZHOU, LILI
Published: (2009)

Some properties on quadratic infinite programs of integral type
by: Wan, Z., et al.
Published: (2007)

Performance evaluation of linear quadratic regulator and linear quadratic Gaussian controllers on quadrotor platform
by: Islam, Maidul, et al.
Published: (2019)

Evaluation performance of linear quadratic regulator and linear quadratic gaussian controllers on quadrotor platform
by: Okasha, Mohamed Elsayed Aly Abd Elaziz, et al.
Published: (2018)

Quadratic stochastic operators on simplex
by: Saburov, Mansoor
Published: (2015)

Quantum Quadratic operators and processes
by: Mukhamedov, Farrukh, et al.
Published: (2015)

Gaussian quadratic stochastic operator
by: Ganikhodjaev, Nasir, et al.
Published: (2014)

Quadratic stochastic Sarymsakov operators
by: Saburov, Mansoor
Published: (2016)

On linearization of quadratic stochastic operators
by: Ganikhodjaev, Nasir, et al.
Published: (2009)

On construction of quadratic stochastic processes
by: Mukhamedov, Farrukh, et al.
Published: (2012)

On linearization of quadratic stochastic operators
by: Ganikhodjaev, Nasir, et al.
Published: (2011)

Rational quadratic Bézier spirals
by: Azhar Ahmad,, et al.
Published: (2018)

Cannot write session to /tmp/vufind_sessions/sess_jf4jj8ig7fnp40p1n5185p0c2q