Research Article
An Efficient Approach to Solve the Large-Scale Semidefinite Programming Problems
Algorithm 2
The EG algorithm: solving the special structure problem shown in (
2.17).
Initialize: | (i) the interior of . | (ii) The maximum number of integrations | While iteration do | (1) Generate the sequence with: | | where is step-size, which can be determined by following [15], | is the gradient of . | (2) Stop if some stopping criteria are met. | Output: and . |
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