On how to solve large-scale log-determinant optimization problems
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DOI: 10.1007/s10589-015-9812-y
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- Defeng Sun, 2006. "The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications," Mathematics of Operations Research, INFORMS, vol. 31(4), pages 761-776, November.
- Zhaolin Hu & Jing Cao & L. Jeff Hong, 2012. "Robust Simulation of Global Warming Policies Using the DICE Model," Management Science, INFORMS, vol. 58(12), pages 2190-2206, December.
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- Chengjing Wang & Peipei Tang, 2017. "A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming," Computational Optimization and Applications, Springer, vol. 68(3), pages 503-532, December.
- Takashi Nakagaki & Mituhiro Fukuda & Sunyoung Kim & Makoto Yamashita, 2020. "A dual spectral projected gradient method for log-determinant semidefinite problems," Computational Optimization and Applications, Springer, vol. 76(1), pages 33-68, May.
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Keywords
Quadratic programming; Log-determinant optimization problem; Proximal augmented Lagrangian method; Augmented Lagrangian method; Newton-CG method;All these keywords.
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