Result: Solving semidefinite programming problems via alternating direction methods
Title:
Solving semidefinite programming problems via alternating direction methods
Authors:
Source:
Journal of computational and applied mathematics. 193(2):437-445
Publisher Information:
Amsterdam: Elsevier, 2006.
Publication Year:
2006
Physical Description:
print, 23 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Programmation mathématique numérique, Numerical methods in mathematical programming, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Programmation mathématique, Mathematical programming, Algèbre linéaire numérique, Numerical linear algebra, Algebra lineal numérica, Analyse numérique, Numerical analysis, Análisis numérico, Condition optimalité, Optimality condition, Condición optimalidad, Inversion matrice, Matrix inversion, Inversión matriz, Mathématiques appliquées, Applied mathematics, Matemáticas aplicadas, Méthode directe, Direct method, Método directo, Méthode direction alternée, Alternating direction method, Método dirección alternada, Programmation semi définie, Semi definite programming, Programacíon semi definida, Solution faible, Weak solution, Solución débil, Système linéaire, Linear system, Sistema lineal, Equation projection, Projection equation, 65k05, 90c30, Semidefinite programming
Document Type:
Academic journal
Article
File Description:
text
Language:
English
Author Affiliations:
College of Science, University of Shanghai for Science and Technology, Shanghai, 200093, China
ISSN:
0377-0427
Rights:
Copyright 2006 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Operational research. Management
Operational research. Management
Accession Number:
edscal.17773759
Database:
PASCAL Archive
Further Information
In this paper, we consider an alternating direction algorithm for the solution of semidefinite programming problems (SDP). The main idea of our algorithm is that we reformulate the complementary conditions in the primal-dual optimality conditions as a projection equation. By using this reformulation, we only need to make one projection and solve a linear system of equation with reduced dimension in each iterate. We prove that the generated sequence converges to the solution of the SDP under weak conditions.