Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.ejor.2010.07.020
Title: A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
Authors: Sun, J. 
Zhang, S.
Keywords: Alternating direction method
Conic programming
Quadratic semidefinite optimization
Issue Date: 2010
Source: Sun, J., Zhang, S. (2010). A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs. European Journal of Operational Research 207 (3) : 1210-1220. ScholarBank@NUS Repository. https://doi.org/10.1016/j.ejor.2010.07.020
Abstract: We propose a modified alternating direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, therefore requires much less computational effort per iteration than the second-order approaches such as the interior point methods or the smoothing Newton methods. In fact, only a single inexact metric projection onto the positive semidefinite cone is required at each iteration. We prove global convergence and provide numerical evidence to show the effectiveness of this method. © 2010 Elsevier B.V. All rights reserved.
Source Title: European Journal of Operational Research
URI: http://scholarbank.nus.edu.sg/handle/10635/44063
ISSN: 03772217
DOI: 10.1016/j.ejor.2010.07.020
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