A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
dc.contributor.author | Sun, Jie | |
dc.contributor.author | Zhang, S. | |
dc.date.accessioned | 2017-01-30T12:01:44Z | |
dc.date.available | 2017-01-30T12:01:44Z | |
dc.date.created | 2014-09-02T20:01:17Z | |
dc.date.issued | 2010 | |
dc.identifier.citation | Sun, J. and Zhang, S. 2010. A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs. European Journal of Operational Research. 207: pp. 1210-1220. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/17416 | |
dc.identifier.doi | 10.1016/j.ejor.2010.07.020 | |
dc.description.abstract |
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. | |
dc.publisher | Elsevier BV * North-Holland | |
dc.title | A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs | |
dc.type | Journal Article | |
dcterms.source.volume | 207 | |
dcterms.source.startPage | 1210 | |
dcterms.source.endPage | 1220 | |
dcterms.source.issn | 0377-2217 | |
dcterms.source.title | European Journal of Operational Research | |
curtin.accessStatus | Fulltext not available |