24 search results - page 1 / 5 » Lagrangian Dual Interior-Point Methods for Semidefinite Prog... |
SIAMJO
2002
13 years 4 months ago
2002
This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange mul...
CORR
2004
Springer
13 years 4 months ago
2004
Springer
SIAMJO
2010
12 years 11 months ago
2010
Abstract. We consider a Newton-CG augmented Lagrangian method for solving semidefinite programming (SDP) problems from the perspective of approximate semismooth Newton methods. In ...
EOR
2010
13 years 4 months ago
2010
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
MP
2008
13 years 4 months ago
2008
We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...