An alternating direction method for solving convex nonlinear semidefinite programming problems
Abstract
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.
Citation
Zhang, S. and Ang, J. and Sun, J. 2013. An alternating direction method for solving convex nonlinear semidefinite programming problems. Optimization. 62 (4): pp. 527-543.
Source Title
Optimization
ISSN
Remarks
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>.