Monteiro, Renato; Ortiz, Camilo; Svaiter, Benar - In: Computational Optimization and Applications 57 (2014) 1, pp. 45-69
In this paper, we consider block-decomposition first-order methods for solving large-scale conic semidefinite programming problems given in standard form. Several ingredients are introduced to speed-up the method in its pure form such as: an aggressive choice of stepsize for performing the...