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# QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming

@article{Li2018QSDPNALAT, title={QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming}, author={Xudong Li and Defeng Sun and Kim-Chuan Toh}, journal={Math. Program. Comput.}, year={2018}, volume={10}, pages={703-743} }

- Published 2018 in Math. Program. Comput.
DOI:10.1007/s12532-018-0137-6

In this paper, we present a two-phase augmented Lagrangianmethod, called QSDPNAL, for solving convex quadratic semidefinite programming (QSDP) problems with constraints consisting of a large number of linear equality and inequality constraints, a simple convex polyhedral set constraint, and a positive semidefinite cone constraint. A first order algorithm which relies on the inexact Schur complement based decomposition technique is developed in QSDPNAL-Phase I with the aim of solving a QSDP… CONTINUE READING