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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Veröffentlicht in:	Mathematical programming computation Jg. 7; H. 3; S. 331 - 366
Hauptverfasser:	Yang, Liuqin, Sun, Defeng, Toh, Kim-Chuan
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2015
Schlagworte:	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-Zugang:	Volltext
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