## Alternating direction augmented Lagrangian methods for semidefinite programmingZaiwen Wen, Donald Goldfarb, and Wotao Yin Published in Mathematical Programming and Computation ## OverviewWe present an alternating direction dual augmented Lagrangian method for solving semidefinite programming (SDP) problems in standard form. At each iteration, our basic algorithm minimizes the augmented Lagrangian function for the dual SDP problem sequentially, ﬁrst with respect to the dual variables corresponding to the linear constraints, and then with respect to the dual slack variables, while in each minimization keeping the other variables ﬁxed, and then ﬁnally it updates the Lagrange multipliers (i.e., primal variables). Convergence is proved by using a ﬁxed-point argument. For SDPs with inequality constraints and positivity constraints, our algorithm is extended to separately minimize the dual augmented Lagrangian function over four sets of variables. Numerical results for frequency assignment, maximum stable set and binary integer quadratic programming problems demonstrate that our algorithms are robust and very efﬁcient due to their ability or exploit special structures, such as sparsity and constraint orthogonality in these problems. ## Citation
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