Exploiting Structured Sparsity in Large Scale Semidefinite Programming Problems
نویسنده
چکیده
in linear and nonlinear inequalities via positive semidefinite matrix completion " , Mathematical Programming to appear.
منابع مشابه
Exploiting sparsity in semidefinite programming via matrix completion II: implementation and numerical results
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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