On the stable solution of large scale problems over the doubly nonnegative cone

Abstract

The recent approach of solving large scale semidefinite programs with a first order method by minimizing an augmented primal-dual function is extended to doubly nonnegative programs. A key point governing the convergence of this approach are regularity properties of the underlying problem. Regularity of the augmented primal-dual function is established… (More)
DOI: 10.1007/s10107-013-0687-3

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