Semidefinite programming

Results: 217



#Item
91Convex optimization / Algebra / Operations research / Cutting-plane method / Duality / Relaxation / Strong duality / Vector space / Semidefinite programming / Mathematical optimization / Mathematics / Linear programming

Integer Programming Duality M. Guzelsoy∗ T. K. Ralphs† July, 2010

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Source URL: coral.ie.lehigh.edu

Language: English - Date: 2011-03-11 08:40:46
92Covariance and correlation / Matrices / Multivariate statistics / Linear algebra / Data analysis / Semidefinite programming / Matrix / Covariance / Positive-definite matrix / Algebra / Mathematics / Statistics

Tree-Structured Statistical Modeling via Convex Optimization James Saunderson, Venkat Chandrasekaran, Pablo A. Parrilo and Alan S. Willsky Abstract— We develop a semidefinite-programming-based approach to stochastic mo

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Source URL: www.mit.edu

Language: English - Date: 2012-07-29 14:44:51
93Mathematical optimization / Matrix theory / Linear algebra / Linear programming / Semidefinite programming / Sum-of-squares optimization / Hadamard product / Matrix / Rank / Algebra / Mathematics / Operations research

Finding sparse, equivalent SDPs using linear programming and combinatorial techniques Frank Permenter Abstract— We present a new method for simplifying SDPs that blends aspects of symmetry reduction with sparsity explo

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Source URL: www.mit.edu

Language: English - Date: 2015-04-01 08:42:57
94Matrix theory / Matrices / Functional analysis / Real algebraic geometry / Numerical linear algebra / Semidefinite programming / Positive-definite matrix / Matrix decomposition / Diagonal matrix / Algebra / Linear algebra / Mathematics

DIAGONAL AND LOW-RANK MATRIX DECOMPOSITIONS, CORRELATION MATRICES, AND ELLIPSOID FITTING∗ J. SAUNDERSON† , V. CHANDRASEKARAN‡ , P. A. PARRILO† , AND A. S. WILLSKY† Abstract. In this paper we establish links bet

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Source URL: www.mit.edu

Language: English - Date: 2012-12-21 13:22:47
95Theoretical computer science / AMPL / Linear programming / Semidefinite programming / Global optimization / Combinatorial optimization / General Algebraic Modeling System / Operations research / Mathematical optimization / Applied mathematics

Interfacing NEOS from R The R package rneos Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main

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Source URL: www.pfaffikus.de

Language: English - Date: 2012-07-05 15:40:28
96Operations research / Convex analysis / Linear algebra / Real algebraic geometry / Convex optimization / Semidefinite programming / Spectrahedron / Linear programming / Convex cone / Mathematical optimization / Mathematics / Geometry

Polynomial-sized semidefinite representations of derivative relaxations of spectrahedral cones James Saunderson Pablo A. Parrilo

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Source URL: www.mit.edu

Language: English - Date: 2013-12-13 10:48:54
97Cluster analysis / Multivariate statistics / Linear algebra / Matrix theory / Data mining / Spectral clustering / Semidefinite programming / K-means clustering / Correlation clustering / Statistics / Mathematics / Algebra

Spectral Clustering with Inconsistent Advice Tom Coleman James Saunderson Anthony Wirth The University of Melbourne, Victoria 3010 Australia

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Source URL: www.mit.edu

Language: English - Date: 2012-07-29 14:44:27
98Mathematical optimization / Convex analysis / Linear algebra / Linear programming / Abstract algebra / Semidefinite programming / Dual cone and polar cone / Convex cone / Cone / Algebra / Mathematics / Mathematical analysis

Polynomial-sized Semidefinite Representations of Derivative Relaxations of Spectrahedral Cones Pablo A. Parrilo∗ James Saunderson

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Source URL: www.mit.edu

Language: English - Date: 2014-08-14 15:16:33
99Operations research / Numerical linear algebra / Numerical analysis / Matrices / Positive-definite matrix / Cholesky decomposition / Quadratic programming / Semidefinite programming / Algebra / Mathematics / Mathematical optimization

RIGOROUS ENCLOSURES OF ELLIPSOIDS AND DIRECTED CHOLESKY FACTORIZATIONS FERENC DOMES, ARNOLD NEUMAIER ∗

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Source URL: www.mat.univie.ac.at

Language: English - Date: 2011-03-18 11:42:37
100Mathematics / Applied mathematics / Linear programming / Duality / COIN-OR / Lis / Semidefinite programming / Operations research / Mathematical optimization / Convex optimization

The SYMPHONY Callable Library for Mixed-Integer Linear Programming Ted Ralphs and Menal Guzelsoy Industrial and Systems Engineering Lehigh University

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Source URL: coral.ie.lehigh.edu

Language: English - Date: 2010-06-19 14:25:54
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