Projection and contraction methods for semidefinite programming

@article{Han1998ProjectionAC,
  title={Projection and contraction methods for semidefinite programming},
  author={Qiaoming Han},
  journal={Applied Mathematics and Computation},
  year={1998},
  volume={95},
  pages={275-289}
}
Recently, He (1992, 1994a,b, 1996) presented some iterative projection and contraction (PC) methods for linear variational inequalities. Its simplicity, robustness and ability to handle large problems has attracted a lot of attention. This paper extends the PC methods from linear programming to semide®nite programming (SDP). The SDP problem is transformed into an equivalent projection equation, which is solved by PC methods. Some promising numerical results obtained from a preliminary… CONTINUE READING
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