A Novel Approach for Solving Semidefinite Programs

A novel linearizing alternating direction augmented Lagrangian approach is proposed for effectively solving semidefinite programs (SDP). For every iteration, by fixing the other variables, the proposed approach alternatively optimizes the dual variables and the dual slack variables; then the primal...

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Bibliographic Details
Main Authors: Hong-Wei Jiao, Ya-Kui Huang, Jing Chen
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/613205
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