SDPNAL \(+\) : a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints.
Liuqin YangDefeng SunKim-Chuan TohPublished in: Math. Program. Comput. (2015)
Keyphrases
- semidefinite programming
- interior point methods
- linear programming
- primal dual
- linear programming problems
- interior point
- convex optimization
- augmented lagrangian
- constrained minimization
- semidefinite
- variational inequalities
- linear program
- kernel matrix
- constrained optimization
- nonnegative matrix factorization
- objective function
- least squares
- nonlinear programming
- maximum margin
- approximation algorithms
- total variation
- feature vectors
- optimal solution