Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.ejor.2010.07.020
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dc.titleA modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
dc.contributor.authorSun, J.
dc.contributor.authorZhang, S.
dc.date.accessioned2013-10-09T03:25:55Z
dc.date.available2013-10-09T03:25:55Z
dc.date.issued2010
dc.identifier.citationSun, 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
dc.identifier.issn03772217
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/44063
dc.description.abstractWe 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.ejor.2010.07.020
dc.sourceScopus
dc.subjectAlternating direction method
dc.subjectConic programming
dc.subjectQuadratic semidefinite optimization
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1016/j.ejor.2010.07.020
dc.description.sourcetitleEuropean Journal of Operational Research
dc.description.volume207
dc.description.issue3
dc.description.page1210-1220
dc.description.codenEJORD
dc.identifier.isiut000283835900006
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