An alternating direction method for solving convex nonlinear semidefinite programming problems
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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.
This is an Author's Accepted Manuscript of an article published in Optimization (2013), copyright Taylor & Francis, available online at: <a href="http://www.tandfonline.com/10.1080/02331934.2011.611883">http://www.tandfonline.com/10.1080/02331934.2011.611883</a>.