Dimension reduction for semidefinite programs via Jordan algebras
We propose a new method for simplifying semidefinite programs (SDP) inspired by symmetry reduction. Specifically, we show if an orthogonal projection map satisfies certain invariance conditions, restricting to its range yields an equivalent primal–dual pair over a lower-dimensional symmetric cone—na...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2021
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| Online Access: | https://hdl.handle.net/1721.1/129071 |