SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints

In this paper, we present a majorized semismooth Newton-CG augmented Lagrangian method, called SDPNAL + , for semidefinite programming (SDP) with partial or full nonnegative constraints on the matrix variable. SDPNAL + is a much enhanced version of SDPNAL introduced by Zhao et al. (SIAM J Optim 20:1...

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Bibliographic Details

Published in:	Mathematical programming computation Vol. 7; no. 3; pp. 331 - 366
Main Authors:	Yang, Liuqin, Sun, Defeng, Toh, Kim-Chuan
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2015
Subjects:	Full Length Paper Mathematics Mathematics and Statistics Mathematics of Computing Operations Research/Decision Theory Optimization Theory of Computation Semidefinite programming Degeneracy 65F10 90C25 90C22 Augmented Lagrangian 90C06 Semismooth Newton-CG method
ISSN:	1867-2949, 1867-2957
Online Access:	Get full text
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