A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications

Xudong Li, Defeng Sun, Kim-Chuan Toh

For a symmetric positive semidefinite linear system of equations $\mathcal{Q}\mathbf{x}=\mathbf{b}$, where $\mathbf{x}=(x_1,\dots ,x_s)$ is partitioned into $s$ blocks, with $s\ge 2$…