Search Results - subject:"semidefinite programming"

Weak recovery conditions from graph partitioning bounds and order statistics

Aspremont, Alexandre d'; El Karoui, Noureddine - In: Mathematics of operations research 38 (2013) 2, pp. 228-247

Persistent link: https://www.econbiz.de/10009751531

New results in semidefinite bounds for l 1-constrained nonconvex quadratic optimization

Xia, Yong - In: RAIRO / Operations research 47 (2013) 3, pp. 285-297

Persistent link: https://www.econbiz.de/10010492809

Matrix convex functions with applications to weighted centers for semidefinite programming

Brinkhuis, J.; Luo, Z-Q.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 2005

convex function -log X to study a new notion of weighted convex centers for semidefinite programming (SDP) and show that …

Persistent link: https://www.econbiz.de/10004969823

Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions

de Klerk, Etienne; Den Hertog, Dick; Siem, A.Y.D. - Tilburg University, Center for Economic Research - 2005

some methodology (using semidefinite programming and results from real algebraic geometry) for least-norm approximation by …

Persistent link: https://www.econbiz.de/10011090673

On the Complexity of Optimization over the Standard Simplex

de Klerk, Etienne; Den Hertog, Dick; Elfadul, G.E.E. - Tilburg University, Center for Economic Research - 2005

We review complexity results for minimizing polynomials over the standard simplex and unit hypercube.In addition, we show that there exists a polynomial time approximation scheme (PTAS) for minimizing Lipschitz continuous functions and functions with uniformly bounded Hessians over the standard...

Persistent link: https://www.econbiz.de/10011091363

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 …

Persistent link: https://www.econbiz.de/10011092270

Matrix convex functions with applications to weighted centers for semidefinite programming

Brinkhuis, Brinkhuis, J.; Luo, Z-Q.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 2005

convex function -log X to study a new notion of weighted convex centers for semidefinite programming (SDP) and show that …

Persistent link: https://www.econbiz.de/10010731925

A new second-order corrector interior-point algorithm for semidefinite programming

Liu, Changhe; Liu, Hongwei - In: Computational Statistics 75 (2012) 2, pp. 165-183

In this paper, we propose a second-order corrector interior-point algorithm for semidefinite programming (SDP). This …

Persistent link: https://www.econbiz.de/10010759596

Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets

Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao - In: Journal of Global Optimization 53 (2012) 1, pp. 107-120

Persistent link: https://www.econbiz.de/10010896421

Comparing SOS and SDP relaxations of sensor network localization

Gouveia, João; Pong, Ting - In: Computational Optimization and Applications 52 (2012) 3, pp. 609-627

We investigate the relationships between various sum of squares (SOS) and semidefinite programming (SDP) relaxations …-based semidefinite programming (ESDP) relaxation, and that the trace test for accuracy, which is very useful for SDP and ESDP relaxations …

Persistent link: https://www.econbiz.de/10010896514