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Published in 2021 at "Applied Numerical Mathematics"
DOI: 10.1016/j.apnum.2021.07.007
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…
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Keywords:
proximal augmented;
programming problems;
method semidefinite;
semidefinite programming ... See more keywords