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Solving large-scale least squares semidefinite programming by alternating direction methods. (English) Zbl 1243.49039

MSC:
49M29 Numerical methods involving duality
90C22 Semidefinite programming
90C06 Large-scale problems in mathematical programming
90C25 Convex programming
Software:
SDPT3; SeDuMi; CSDP; QSDP
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