Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/121931
Title: AN INEXACT ALTERNATING DIRECTION METHOD OF MULTIPLIERS FOR CONVEX COMPOSITE CONIC PROGRAMMING WITH NONLINEAR CONSTRAINTS
Authors: DU MENGYU
Keywords: multi-block ADMM, first-order methods, approximate Newton-CG, SDP, nonlinear, convex
Issue Date: 14-Aug-2015
Citation: DU MENGYU (2015-08-14). AN INEXACT ALTERNATING DIRECTION METHOD OF MULTIPLIERS FOR CONVEX COMPOSITE CONIC PROGRAMMING WITH NONLINEAR CONSTRAINTS. ScholarBank@NUS Repository.
Abstract: This thesis focuses on a class of convex composite conic optimization problems with nonlinear constraints. In order to obtain some guidance on solving the general nonlinearly constrained convex composite conic programming model, we compare the numerical performance of some existing first order methods for large scale linear semidefinite programming problems. After the study of the first order methods, we further propose an approximate semismooth Newton-CG augmented Lagrangian method for solving large scale linear SDP. In the second part of this thesis, we propose a symmetric Gauss-Seidel based inexact ADMM with indefinite proximal terms for solving our targeted model. Global convergence and iteration complexity results of our proposed algorithm are established. Extensive numerical results indicate that our proposed algorithm is very effective in handling both the linear and nonlinear constraints.
URI: http://scholarbank.nus.edu.sg/handle/10635/121931
Appears in Collections:Ph.D Theses (Open)

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