An alternating direction method for solving convex nonlinear semidefinite programming problems
An alternating direction method is proposed for solving convex semidefinite optimization problems. This method only computes several metric projections at each iteration. Convergence analysis is presented and numerical experiments in solving matrix completion problems are reported.
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Taylor & Francis Ltd.
2013
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| Online Access: | http://hdl.handle.net/20.500.11937/45136 |