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dc.contributor.authorSun, Jie
dc.contributor.authorZhang, S.
dc.date.accessioned2017-01-30T12:01:44Z
dc.date.available2017-01-30T12:01:44Z
dc.date.created2014-09-02T20:01:17Z
dc.date.issued2010
dc.identifier.citationSun, 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.urihttp://hdl.handle.net/20.500.11937/17416
dc.identifier.doi10.1016/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.publisherElsevier BV * North-Holland
dc.titleA modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
dc.typeJournal Article
dcterms.source.volume207
dcterms.source.startPage1210
dcterms.source.endPage1220
dcterms.source.issn0377-2217
dcterms.source.titleEuropean Journal of Operational Research
curtin.accessStatusFulltext not available


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