Exploiting low-rank structure in semidefinite programming by approximate operator splitting
Author:
Affiliation:
1. Department of Electrical Engineering, Laboratory of Applied Mathematical Programming and Statistics (LAMPS), Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Rio de Janeiro, Brazil
2. PSR-Inc, Rio de Janeiro, Brazil
Funder
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Conselho Nacional de Desenvolvimento Científico e Tecnológico
Publisher
Informa UK Limited
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
https://www.tandfonline.com/doi/pdf/10.1080/02331934.2020.1823387
Reference107 articles.
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2. A First-Order Primal-Dual Algorithm for Convex Problems with Applications to Imaging
3. Rontsis N, Goulart PJ, Nakatsukasa Y. Efficient semidefinite programming with approximate admm. preprint arXiv:191202767. 2019.
4. Sur l'approximation, par éléments finis d'ordre un, et la résolution, par pénalisation-dualité d'une classe de problèmes de Dirichlet non linéaires
5. On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators
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