Numerical block diagonalization of matrix - algebras with application to semidefinite programming
Semidefinite programming (SDP) is one of the most active areas in mathematical programming, due to varied applications and the availability of interior point algorithms. In this paper we propose a newpre-processing technique for SDP insta...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/94308 http://hdl.handle.net/10220/7620 |
| _version_ | 1826122640931160064 |
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| author | Klerk, Etienne de. Dobre, Cristian. Pasechnik, Dmitrii V. |
| author2 | School of Physical and Mathematical Sciences |
| author_facet | School of Physical and Mathematical Sciences Klerk, Etienne de. Dobre, Cristian. Pasechnik, Dmitrii V. |
| author_sort | Klerk, Etienne de. |
| collection | NTU |
| description | Semidefinite programming (SDP) is one of the most active areas in mathematical
programming, due to varied applications and the availability of interior point
algorithms. In this paper we propose a newpre-processing technique for SDP instances
that exhibit algebraic symmetry. We present computational results to show that the
solution times of certain SDP instances may be greatly reduced via the new approach. |
| first_indexed | 2024-10-01T05:51:28Z |
| format | Journal Article |
| id | ntu-10356/94308 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T05:51:28Z |
| publishDate | 2012 |
| record_format | dspace |
| spelling | ntu-10356/943082023-02-28T19:39:04Z Numerical block diagonalization of matrix - algebras with application to semidefinite programming Klerk, Etienne de. Dobre, Cristian. Pasechnik, Dmitrii V. School of Physical and Mathematical Sciences DRNTU::Science::Mathematics Semidefinite programming (SDP) is one of the most active areas in mathematical programming, due to varied applications and the availability of interior point algorithms. In this paper we propose a newpre-processing technique for SDP instances that exhibit algebraic symmetry. We present computational results to show that the solution times of certain SDP instances may be greatly reduced via the new approach. Published version 2012-03-08T07:20:06Z 2019-12-06T18:53:55Z 2012-03-08T07:20:06Z 2019-12-06T18:53:55Z 2011 2011 Journal Article Klerk, E. d., Dobre, C. & Pasechnik D. V. (2011) Numerical block diagonalization of matrix -algebras with application to semidefinite programming. Mathematical programming, 129, 91-111. https://hdl.handle.net/10356/94308 http://hdl.handle.net/10220/7620 10.1007/s10107-011-0461-3 en Mathematical programming © 2011 The Author(s). 21 p. application/pdf |
| spellingShingle | DRNTU::Science::Mathematics Klerk, Etienne de. Dobre, Cristian. Pasechnik, Dmitrii V. Numerical block diagonalization of matrix - algebras with application to semidefinite programming |
| title | Numerical block diagonalization of matrix - algebras with application to semidefinite programming |
| title_full | Numerical block diagonalization of matrix - algebras with application to semidefinite programming |
| title_fullStr | Numerical block diagonalization of matrix - algebras with application to semidefinite programming |
| title_full_unstemmed | Numerical block diagonalization of matrix - algebras with application to semidefinite programming |
| title_short | Numerical block diagonalization of matrix - algebras with application to semidefinite programming |
| title_sort | numerical block diagonalization of matrix algebras with application to semidefinite programming |
| topic | DRNTU::Science::Mathematics |
| url | https://hdl.handle.net/10356/94308 http://hdl.handle.net/10220/7620 |
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