Photo by afgprogrammer from unsplash
Abstract A proximal augmented method for solving semidefinite programs is introduced. This method is based on the Augmented Lagrangian method. We study the theoretical properties and show the convergence of… Click to show full abstract
Abstract A proximal augmented method for solving semidefinite programs is introduced. This method is based on the Augmented Lagrangian method. We study the theoretical properties and show the convergence of the new approach under weaker conditions. Numerical results on some semidefinite programming problems are reported and show that the new method is potentially efficient.
Keywords:
proximal augmented;
programming problems;
method semidefinite;
semidefinite programming;
augmented method
Journal Title: Applied Numerical Mathematics
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Applied Numerical Mathematics
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!