Alternating Direction Augmented Lagrangian Methods for Semidefinite Programming

Simple item page
dc.contributor.authorWen, Zaiwenen_US
dc.contributor.authorGoldfarb, Donalden_US
dc.contributor.authorYin, Wotaoen_US
dc.date.accessioned2018-06-19T17:45:10Zen_US
dc.date.available2018-06-19T17:45:10Zen_US
dc.date.issued2009-12en_US
dc.date.noteDecember 2009en_US
dc.description.abstractWe present an alternating direction method based on an augmented Lagrangian framework for solving semidefinite programming (SDP) problems in standard form. At each iteration, the algorithm, also known as a two-splitting scheme, minimizes the dual augmented Lagrangian function sequentially with respect to the Lagrange multipliers corresponding to the linear constraints, then the dual slack variables and finally the primal variables, while in each minimization keeping the other variables fixed. Convergence is proved by using a fixed-point argument. A multiple-splitting algorithm is then proposed to handle SDPs with inequality constraints and positivity constraints directly without transforming them to the equality constraints in standard form. Finally, numerical results for frequency assignment, maximum stable set and binary integer quadratic programming problems are presented to demonstrate the robustness and efficiency of our algorithm.en_US
dc.format.extent28 ppen_US
dc.identifier.citationWen, Zaiwen, Goldfarb, Donald and Yin, Wotao. "Alternating Direction Augmented Lagrangian Methods for Semidefinite Programming." (2009) <a href="https://hdl.handle.net/1911/102142">https://hdl.handle.net/1911/102142</a>.en_US
dc.identifier.digitalTR09-42en_US
dc.identifier.urihttps://hdl.handle.net/1911/102142en_US
dc.language.isoengen_US
dc.titleAlternating Direction Augmented Lagrangian Methods for Semidefinite Programmingen_US
dc.typeTechnical reporten_US
dc.type.dcmiTexten_US
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
TR09-42.PDF
Size:
384.55 KB
Format:
Adobe Portable Document Format
Download
Collections
CMOR Technical Reports