A first-order block-decomposition method for solving two-easy-block structured semidefinite programs (Q892382)
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scientific article; zbMATH DE number 6511607
| Language | Label | Description | Also known as |
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| English | A first-order block-decomposition method for solving two-easy-block structured semidefinite programs |
scientific article; zbMATH DE number 6511607 |
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A first-order block-decomposition method for solving two-easy-block structured semidefinite programs (English)
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19 November 2015
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The paper deals with a new first-order block-decomposition method which is proposed to minimize the sum of convex differentiable functions and convex non-smooth functions. More especially, the authors study the performance of a Block-Decomposition (BD) method based on the BD-hybrid proximal extra-gradient. The main contribution of the paper is two-fold: firstly, the authors introduce an adaptive choice of stepsize for performing an extra-gradient step and then they use a scaling factor to balance the blocks. The method is used to solve four broad classes of conic semi-definite programming, and numerical results illustrate its efficiency.
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block-decomposition method
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extra-gradient method
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semi-definite programming
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convex optimization
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conic optimization
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complexity
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