A Newton-CG Augmented Lagrangian Method for Semidefinite Programming

Xin-Yuan Zhao, Defeng Sun, Kim-Chuan Toh. A Newton-CG Augmented Lagrangian Method for Semidefinite Programming. SIAM Journal on Optimization, 20(4):1737-1765, 2010. [doi]

@article{ZhaoST10,
  title = {A Newton-CG Augmented Lagrangian Method for Semidefinite Programming},
  author = {Xin-Yuan Zhao and Defeng Sun and Kim-Chuan Toh},
  year = {2010},
  doi = {10.1137/080718206},
  url = {http://dx.doi.org/10.1137/080718206},
  tags = {programming},
  researchr = {https://researchr.org/publication/ZhaoST10},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {20},
  number = {4},
  pages = {1737-1765},
}