A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
We consider a Newton-CG augmented Lagrangian method for solving semidefinite programming (SDP) problems from the perspective of approximate semismooth Newton methods. In order to analyze the rate of convergence of our proposed method, we characterize the Lipschitz continuity of the corresponding sol...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Society for Industrial and Applied Mathematics
2010
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| Online Access: | http://hdl.handle.net/1721.1/58308 |