Bregman primal-dual first-order method and application to sparse semidefinite programming
type: Item
instance of: scholarly article
title: Bregman primal-dual first-order method and application to sparse semidefinite programming
zbMATH Open document ID: 1484.90065
author: Xin Jiang
author: Lieven Vandenberghe
published in: Computational Optimization and Applications
publication date: 2022-01-24T00:00:00Z
Mathematics Subject Classification ID: 90C22
zbMATH DE Number: 7462055
zbMATH Keywords: primal-dual algorithm
zbMATH Keywords: first-order algorithm
zbMATH Keywords: semidefinite programming
zbMATH Keywords: Bregman divergence
describes a project that uses: DSDP5
describes a project that uses: SDPLIB
describes a project that uses: CVXOPT
describes a project that uses: COL
describes a project that uses: SparseMatrix
describes a project that uses: ABIP
describes a project that uses: CHOMPACK
describes a project that uses: Mosek
describes a project that uses: SuiteSparse
MaRDI profile type: Publication
full work available at URL: s10589-021-00339-7
OpenAlex ID: W4200490012
cites work: An Approximate Minimum Degree Ordering Algorithm
cites work: Logarithmic barriers for sparse matrix cones
cites work: Interior Gradient and Proximal Methods for Convex and Conic Optimization
cites work: A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
cites work: Q3079664
cites work: A Matrix-Free Preconditioner for Sparse Symmetric Positive Definite Systems and Least-Squares Problems
cites work: An inexact dual logarithmic barrier method for solving sparse semidefinite programs
cites work: A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion
cites work: Algorithm 875
cites work: Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
cites work: Q4288578
cites work: SDPLIB 1.2, a library of semidefinite programming test problems
cites work: Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
cites work: Q5665783
cites work: Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
cites work: Q4718793
cites work: A first-order primal-dual algorithm for convex problems with applications to imaging
cites work: An introduction to continuous optimization for imaging
cites work: On the ergodic convergence rates of a first-order primal-dual algorithm
cites work: Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
cites work: A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
cites work: A three-operator splitting scheme and its optimization applications
cites work: Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
cites work: On the robustness and scalability of semidefinite relaxation for optimal power flow problems
cites work: A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science
cites work: Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
cites work: Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
cites work: Positive definite completions of partial Hermitian matrices
cites work: Q4840103
cites work: Convergence analysis of primal-dual algorithms for a saddle-point problem: from contraction perspective
cites work: Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion
cites work: Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
cites work: An ADMM-based interior-point method for large-scale linear programming
cites work: A First-Order Primal-Dual Algorithm with Linesearch
cites work: Proximité et dualité dans un espace hilbertien
cites work: Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
cites work: Lectures on convex optimization
cites work: Q4324980
cites work: On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting
cites work: Distributed Semidefinite Programming With Application to Large-Scale System Analysis
cites work: An interior point-proximal method of multipliers for convex quadratic programming
cites work: Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization
cites work: Decomposition in Conic Optimization with Partially Separable Structure
cites work: Decomposition Methods for Sparse Matrix Nearness Problems
cites work: A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
cites work: A primal-dual potential reduction method for problems involving matrix inequalities
cites work: A splitting algorithm for dual monotone inclusions involving cocoercive operators
cites work: A new primal-dual algorithm for minimizing the sum of three functions with a linear operator
cites work: Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion
cites work: Chordal decomposition in operator-splitting methods for sparse semidefinite programs
DOI: 10.1007/S10589-021-00339-7
description: scientific article; zbMATH DE number 7462055