EXPLOITING SPARSITY IN THE MATRIX-DILATION APPROACH TO ROBUST SEMIDEFINITE PROGRAMMING
نویسندگان
چکیده
منابع مشابه
Exploiting Structured Sparsity in Large Scale Semidefinite Programming Problems
in linear and nonlinear inequalities via positive semidefinite matrix completion " , Mathematical Programming to appear.
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In Part I of this series of articles, we introduced a general framework of exploiting the aggregate sparsity pattern over all data matrices of large scale and sparse semidefinite programs (SDPs) when solving them by primal-dual interior-point methods. This framework is based on some results about positive semidefinite matrix completion, and it can be embodied in two different ways. One is by a ...
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 2009
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.52.321