On polyhedral and second-order cone decompositions of semidefinite optimization problems
We study a cutting-plane method for semidefinite optimization problems, and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's diameter, we argue the method performs well when ini...
Main Authors: | , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
Elsevier BV
2021
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Online Access: | https://hdl.handle.net/1721.1/129965 |