An accelerated active-set algorithm for a quadratic semidefinite program with general constraints
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Publication:2026764
DOI10.1007/s10589-020-00228-5zbMath1462.65071OpenAlexW3088144655MaRDI QIDQ2026764
Chungen Shen, Yunlong Wang, Wenjuan Xue, Lei-Hong Zhang
Publication date: 20 May 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-020-00228-5
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Nonlinear programming (90C30)
Related Items
A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices, Limited memory BFGS method for least squares semidefinite programming with banded structure, Proximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategy
Uses Software
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