Sciweavers

Share
EOR
2010

A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs

10 years 2 months ago
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
We propose a modified alternate 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. Key Words: Alternating direction method, Conic programming, Quadratic semidefinite optimization Corresponding author. Department of Decision Sciences and Risk Management Institute, National University
Jie Sun, Su Zhang
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2010
Where EOR
Authors Jie Sun, Su Zhang
Comments (0)
books