Search Results - 90C22 Mathematical Programming - semidefinite programming
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Phase recovery, MaxCut and complex semidefinite programming
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.02.2015Published in Mathematical programming (01.02.2015)“… ) similar to the classical MaxCut semidefinite program. We solve this problem using a provably convergent block coordinate descent algorithm whose structure is similar…”
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Generalized Gauss inequalities via semidefinite programming
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2016Published in Mathematical programming (01.03.2016)“…A sharp upper bound on the probability of a random vector falling outside a polytope, based solely on the first and second moments of its distribution, can be computed efficiently using semidefinite programming…”
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Positive semidefinite rank
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2015Published in Mathematical programming (01.10.2015)“…Let M ∈ R p × q be a nonnegative matrix. The positive semidefinite rank (psd rank) of M is the smallest integer k for which there exist positive semidefinite matrices A i , B j of size k…”
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Weak notions of nondegeneracy in nonlinear semidefinite programming
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2024Published in Mathematical programming (01.05.2024)“…The constraint nondegeneracy condition is one of the most relevant and useful constraint qualifications in nonlinear semidefinite programming…”
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New lower bounds on crossing numbers of Km,n from semidefinite programming
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2024Published in Mathematical programming (01.09.2024)“…In this paper, we use semidefinite programming and representation theory to compute new lower bounds on the crossing number of the complete bipartite graph…”
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Sparse sums of squares on finite abelian groups and improved semidefinite lifts
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2016Published in Mathematical programming (01.11.2016)“… ^ , S ) ) with maximal cliques related to T . Our result relies on two main ingredients: the decomposition of sparse positive semidefinite matrices with a chordal sparsity pattern…”
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Distributionally robust joint chance constraints with second-order moment information
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer-Verlag 01.02.2013Published in Mathematical programming (01.02.2013)“…We develop tractable semidefinite programming based approximations for distributionally robust individual and joint chance constraints, assuming that only the first- and second-order moments as well…”
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On the superlinear local convergence of a penalty-free method for nonlinear semidefinite programming
ISSN: 0377-0427, 1879-1778Published: Elsevier B.V 15.12.2016Published in Journal of computational and applied mathematics (15.12.2016)“…This paper is concerned with a sequentially semidefinite programming (SSDP) algorithm for solving nonlinear semidefinite programming problems (NLSDP…”
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Cuts and semidefinite liftings for the complex cut polytope
ISSN: 0025-5610, 1436-4646Published: 09.10.2024Published in Mathematical programming (09.10.2024)“… of $$x \in \mathbb {C}^n$$ x ∈ C n are m th unit roots. These polytopes have applications in MAX-3-CUT, digital communication technology, angular synchronization and more generally, complex quadratic programming. For $$m=2$$ m…”
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Two proposals for robust PCA using semidefinite programming
ISSN: 1935-7524, 1935-7524Published: 01.01.2011Published in Electronic journal of statistics (01.01.2011)Get full text
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A Line Search SQP-type Method with Bi-object Strategy for Nonlinear Semidefinite Programming
ISSN: 0168-9673, 1618-3932Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2022Published in Acta Mathematicae Applicatae Sinica (01.04.2022)“…We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming…”
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Copositivity and constrained fractional quadratic problems
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2014Published in Mathematical programming (01.08.2014)“…) and Standard Fractional Quadratic Problem (StFQP). Based on these formulations, Semidefinite Programming relaxations are derived for finding good lower bounds…”
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Convex hull results on quadratic programs with non-intersecting constraints
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2024Published in Mathematical programming (01.05.2024)“…Let F ⊆ R n be a nonempty closed set. Understanding the structure of the closed convex hull C ¯ ( F ) : = conv ¯ { ( x , x x T ) | x ∈ F } in the lifted space…”
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14
Semidefinite relaxations of ordering problems
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer-Verlag 01.08.2013Published in Mathematical programming (01.08.2013)“… The quadratic ordering problem does not seem to have attracted similar attention. We present a systematic investigation of semidefinite optimization based relaxations for the quadratic ordering problem, extending and improving existing approaches…”
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Solving clustered low-rank semidefinite programs arising from polynomial optimization
ISSN: 1867-2949, 1867-2957Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2024Published in Mathematical programming computation (01.09.2024)“…We study a primal-dual interior point method specialized to clustered low-rank semidefinite programs requiring high precision numerics, which arise from certain multivariate polynomial (matrix…”
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Sum-of-squares relaxations for polynomial min–max problems over simple sets
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.01.2025Published in Mathematical programming (01.01.2025)“…We consider min–max optimization problems for polynomial functions, where a multivariate polynomial is maximized with respect to a subset of variables, and the…”
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A preconditioned iterative interior point approach to the conic bundle subproblem
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2024Published in Mathematical programming (01.05.2024)“…The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach…”
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Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems
ISSN: 1055-6788, 1029-4937Published: Abingdon Taylor & Francis 04.03.2022Published in Optimization methods & software (04.03.2022)“…Among many approaches to increase the computational efficiency of semidefinite programming (SDP…”
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On the tightness of an SDP relaxation for homogeneous QCQP with three real or four complex homogeneous constraints
ISSN: 0025-5610, 1436-4646Published: Heidelberg Springer Nature B.V 01.05.2025Published in Mathematical programming (01.05.2025)“… For this problem, we present a sufficient and necessary test condition to detect whether its standard semi-definite programming (SDP…”
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Models and algorithms for distributionally robust least squares problems
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2014Published in Mathematical programming (01.08.2014)“… For the first case, we give an equivalent formulation and show that the optimization problem can be solved using a semidefinite optimization reformulation or polynomial time algorithms…”
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