A trust region method for solving semidefinite programs
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DOI: 10.1007/s10589-012-9514-7
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References listed on IDEAS
- Jong-Shi Pang & Defeng Sun & Jie Sun, 2003. "Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 28(1), pages 39-63, February.
- Defeng Sun & Jie Sun, 2002. "Semismooth Matrix-Valued Functions," Mathematics of Operations Research, INFORMS, vol. 27(1), pages 150-169, February.
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Keywords
Semidefinite programming; Fréchet derivative; Global convergence; Trust region method;All these keywords.
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