Semi-proximal Augmented Lagrangian-Based Decomposition Methods for Primal Block-Angular Convex Composite Quadratic Conic Programming Problems

Xin-Yee Lam; Defeng Sun; Kim-Chuan Toh

doi:10.1287/ijoo.2019.0048

Semi-proximal Augmented Lagrangian-Based Decomposition Methods for Primal Block-Angular Convex Composite Quadratic Conic Programming Problems

Xin-Yee Lam, Defeng Sun, Kim-Chuan Toh

Department of Applied Mathematics

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	254-277
Number of pages	23
Journal	INFORMS Journal on Optimization
Volume	3
Issue number	3
DOIs	https://doi.org/10.1287/ijoo.2019.0048
Publication status	E-pub ahead of print - 11 Mar 2021

More information

10.1287/ijoo.2019.0048

Cite this

@article{56469c1113ff47c48867c55644e20264,

title = "Semi-proximal Augmented Lagrangian-Based Decomposition Methods for Primal Block-Angular Convex Composite Quadratic Conic Programming Problems",

author = "Xin-Yee Lam and Defeng Sun and Kim-Chuan Toh",

year = "2021",

month = mar,

day = "11",

doi = "10.1287/ijoo.2019.0048",

language = "English",

volume = "3",

pages = "254--277",

journal = "INFORMS Journal on Optimization ",

issn = "2575-1484",

number = "3",

}

TY - JOUR

T1 - Semi-proximal Augmented Lagrangian-Based Decomposition Methods for Primal Block-Angular Convex Composite Quadratic Conic Programming Problems

AU - Lam, Xin-Yee

AU - Sun, Defeng

AU - Toh, Kim-Chuan

PY - 2021/3/11

Y1 - 2021/3/11

U2 - 10.1287/ijoo.2019.0048

DO - 10.1287/ijoo.2019.0048

M3 - Journal article

SN - 2575-1484

VL - 3

SP - 254

EP - 277

JO - INFORMS Journal on Optimization

JF - INFORMS Journal on Optimization

IS - 3

ER -