A Newton-CG Augmented Lagrangian Method for Convex Quadratically Constrained Quadratic Semidefinite Programs

DOI10.1007/978-3-319-08377-3_33zbMath1327.90186OpenAlexW257356500MaRDI QIDQ2942490

Xinyuan Zhao, Tao Cai, Da-Chuan Xu

Publication date: 11 September 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-08377-3_33

zbMATH Keywords

semismoothnessiterative solveraugmented LagrangianNewton-CG methodquadratically constrained quadratic semidefinite programs

Mathematics Subject Classification ID

Semidefinite programming (90C22) Quadratic programming (90C20) Methods of quasi-Newton type (90C53)

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