nonnegative constraints

A projection algorithm based on KKT conditions for convex quadratic semidefinite programming with nonnegative constraints

  • Jianchao Bai
  • Chang Xiaokai
  • Liu Sanyang
    • Categories Linear, Cone and Semidefinite Programming Tags , , , ,

    The dual form of convex quadratic semidefinite programming (CQSDP) problem, with nonnegative constraints, is a 4-block separable convex optimization problem. It is known that,the directly extended 4-block alternating direction method of multipliers (ADMM4d) is very efficient to solve the dual, but its convergence is not guaranteed. In this paper, we reformulate the dual as a … Read more