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  • Search: subject:"exploiting data structure"
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dual scaling algorithm 1 exploiting data structure 1 matrix algebras 1 semidefinite programming 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Pasechnik, D.V. 1 de Klerk, Etienne 1
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Tilburg University, Center for Economic Research 1
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Discussion Paper / Tilburg University, Center for Economic Research 1
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RePEc 1
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Solving SDP's in Non-commutative Algebras Part I : The Dual-Scaling Algorithm
de Klerk, Etienne; Pasechnik, D.V. - Tilburg University, Center for Economic Research - 2005
Semidefinite programming (SDP) may be viewed as an extension of linear programming (LP), and most interior point methods (IPM s) for LP can be extended to solve SDP problems.However, it is far more difficult to exploit data structures (especially sparsity) in the SDP case.In this paper we will...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011092270
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