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math.OC2019★ 1 cited
Efficient Semidefinite Programming with approximate ADMM
Nikitas Rontsis, Paul J. Goulart, Yuji Nakatsukasa
Tenfold improvements in computation speed can be brought to the alternating direction method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in robust…
math.OC2019
An active-set algorithm for norm constrained quadratic problems
Nikitas Rontsis, Paul J. Goulart, Yuji Nakatsukasa
We present an algorithm for the minimization of a nonconvex quadratic function subject to linear inequality constraints and a two-sided bound on the 2-norm of its solution. The alg…