A Newton-CG Augmented Lagrangian Method for Semidefinite Programming

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...

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Bibliographic Details
Main Authors: Toh, Kim Chuan, Zhao, Xin-Yuan, Sun, Defeng
Other Authors: Singapore-MIT Alliance in Research and Technology (SMART)
Format: Article
Language:en_US
Published: Society for Industrial and Applied Mathematics 2010
Online Access:http://hdl.handle.net/1721.1/58308

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