Huiling Lin

The Inexact Spectral Bundle Method for Convex Quadratic Semidefinite Programming

  • Huiling Lin
    • Categories Convex and Nonsmooth Optimization, Semi-definite Programming, Unconstrained Optimization Tags , ,

    We present an inexact spectral bundle method for solving convex quadratic semidefinite optimization problems. This method is a first-order method, hence requires much less computational cost each iteration than second-order approaches such as interior-point methods. In each iteration of our method, we solve an eigenvalue minimization problem inexactly, and solve a small convex quadratic semidefinite … Read more

    Uniform nonsingularity and complementarity problems over symmetric cones

  • Chek Beng Chua
  • Huiling Lin
  • Peng Yi
    • Categories Complementarity and Variational Inequalities Tags , , , ,

    We study the uniform nonsingularity property recently proposed by the authors and present its applications to nonlinear complementarity problems over a symmetric cone. In particular, by addressing theoretical issues such as the existence of Newton directions, the boundedness of iterates and the nonsingularity of B-subdifferentials, we show that the non-interior continuation method proposed by Xin … Read more