Open Access
2014 A Novel Approach for Solving Semidefinite Programs
Hong-Wei Jiao, Ya-Kui Huang, Jing Chen
J. Appl. Math. 2014: 1-9 (2014). DOI: 10.1155/2014/613205


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 variables, that is, Lagrange multipliers, are updated. In addition, the proposed approach renews all the variables in closed forms without solving any system of linear equations. Global convergence of the proposed approach is proved under mild conditions, and two numerical problems are given to demonstrate the effectiveness of the presented approach.


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Hong-Wei Jiao. Ya-Kui Huang. Jing Chen. "A Novel Approach for Solving Semidefinite Programs." J. Appl. Math. 2014 1 - 9, 2014.


Published: 2014
First available in Project Euclid: 2 March 2015

zbMATH: 07131740
MathSciNet: MR3253628
Digital Object Identifier: 10.1155/2014/613205

Rights: Copyright © 2014 Hindawi

Vol.2014 • 2014
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