An inexact primal-dual path following algorithm for convex quadratic SDP
From MaRDI portal
Publication:995786
DOI10.1007/s10107-006-0088-yzbMath1136.90027OpenAlexW2037261607MaRDI QIDQ995786
Publication date: 10 September 2007
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0088-y
Semidefinite programming (90C22) Numerical optimization and variational techniques (65K10) Interior-point methods (90C51)
Related Items
Inexact variable metric method for convex-constrained optimization problems, On how to solve large-scale log-determinant optimization problems, A method for weighted projections to the positive definite cone, A convex quadratic semi-definite programming approach to the partial additive constant problem in multidimensional scaling, \(t\)-copula from the viewpoint of tail dependence matrices, Gradient methods and conic least-squares problems, A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization, Convex Euclidean distance embedding for collaborative position localization with NLOS mitigation, Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone, A wide neighborhood interior-point algorithm for convex quadratic semidefinite optimization, A large-update feasible interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function, Approximation of rank function and its application to the nearest low-rank correlation matrix, Feasibility and a fast algorithm for Euclidean distance matrix optimization with ordinal constraints, A large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function, A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs, Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming, On a box-constrained linear symmetric cone optimization problem, Newton's method for computing the nearest correlation matrix with a simple upper bound, An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection, A preconditioned iterative interior point approach to the conic bundle subproblem, A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming, A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization, Ordinal Distance Metric Learning with MDS for Image Ranking, A unified kernel function approach to primal-dual interior-point algorithms for convex quadratic SDO, Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization, A regularized strong duality for nonsymmetric semidefinite least squares problem, A 2-block semi-proximal ADMM for solving the H-weighted nearest correlation matrix problem, Unnamed Item, Primal-dual interior-point algorithm for convex quadratic semi-definite optimization, On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming, Robust Euclidean embedding via EDM optimization, Conditional quadratic semidefinite programming: examples and methods, A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond, QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming, An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming, An inexact spectral bundle method for convex quadratic semidefinite programming, Infeasibility detection in the alternating direction method of multipliers for convex optimization, A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization, A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions, Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming, A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming, Projection Methods in Conic Optimization, A projected gradient method for optimization over density matrices, A Euclidean distance matrix model for protein molecular conformation, Block relaxation and majorization methods for the nearest correlation matrix with factor structure, A primal-dual interior-point algorithm for symmetric cone convex quadratic programming based on the commutative class directions, Research Article: On Extending Primal-Dual Interior-Point Method for Linear Optimization to Convex Quadratic Symmetric Cone Optimization, A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics, Constrained Best Euclidean Distance Embedding on a Sphere: A Matrix Optimization Approach, A Spectral Gradient Projection Method for the Positive Semi-definite Procrustes Problem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Computing the nearest correlation matrix--a problem from finance
- Norm inequalities for partitioned operators and an application
- Solving Euclidean distance matrix completion problems via semidefinite progrmming
- Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
- Complementarity and nondegeneracy in semidefinite programming
- Polynomiality of an inexact infeasible interior point algorithm for semidefinite programming
- The ubiquitous Kronecker product
- Solving a class of semidefinite programs via nonlinear programming
- Preconditioning indefinite systems in interior point methods for optimization
- On the eigenvalues of a class of saddle point matrices
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- Block preconditioners for symmetric indefinite linear systems
- Numerical solution of saddle point problems
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- A Kronecker product approximate preconditioner for SANs
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- On the Nesterov--Todd Direction in Semidefinite Programming
- Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming
- Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants
- Constraint Preconditioning for Indefinite Linear Systems
- A Dual Approach to Semidefinite Least-Squares Problems
- An efficient diagonal preconditioner for finite element solution of Biot's consolidation equations
- Limiting behavior of the central path in semidefinite optimization
- A predictor--corrector algorithm for QSDP combining Dikin-type and Newton centering steps