کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9953301 1489579 2018 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Using a factored dual in augmented Lagrangian methods for semidefinite programming
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات گسسته و ترکیبات
پیش نمایش صفحه اول مقاله
Using a factored dual in augmented Lagrangian methods for semidefinite programming
چکیده انگلیسی
In the context of augmented Lagrangian approaches for solving semidefinite programming problems, we investigate the possibility of eliminating the positive semidefinite constraint on the dual matrix by employing a factorization. Hints on how to deal with the resulting unconstrained maximization of the augmented Lagrangian are given. We further use the approximate maximum of the augmented Lagrangian with the aim of improving the convergence rate of alternating direction augmented Lagrangian frameworks. Numerical results are reported, showing the benefits of the approach.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Operations Research Letters - Volume 46, Issue 5, September 2018, Pages 523-528
نویسندگان
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