He, Bingsheng; Xu, Minghua; Yuan, Xiaoming Solving large-scale least squares semidefinite programming by alternating direction methods. (English) Zbl 1243.49039 SIAM J. Matrix Anal. Appl. 32, No. 1, 136-152 (2011). Cited in 31 Documents MSC: 49M29 Numerical methods involving duality 90C22 Semidefinite programming 90C06 Large-scale problems in mathematical programming 90C25 Convex programming Keywords:least squares semidefinite matrix; alternating direction method; variational inequality; large-scale problems Software:SDPT3; SeDuMi; CSDP; QSDP PDF BibTeX Cite \textit{B. He} et al., SIAM J. Matrix Anal. Appl. 32, No. 1, 136--152 (2011; Zbl 1243.49039) Full Text: DOI