The De ation-In ation Method for Certain Semide nite Programming and Maximum Determinant Completion Problems
نویسنده
چکیده
The deeation-innation convex optimization method is introduced. One result is a simple and practical approximation algorithm for the max cut problem based on the semideenite programming relaxation and analysis of Goemans and Williamson. Another consequence is a closed-form expression for the maximum-determinant completion of a positive deenite band matrix. Local and global convergence results are established, along with other properties. The overall development reveals an interesting interplay between the language and outlook of probability, and that of positive deenite matrices and mathematical programming.
منابع مشابه
Symmetric primal dual path following algorithms for semide nite programming
We propose a framework for developing and analyzing primal dual interior point algorithms for semide nite programming This framework is an extension of the v space approach that was de veloped by Kojima et al for linear complementarity problems The extension to semide nite programming allows us to interpret Nesterov Todd type directions as Newton search direc tions Our approach does not involve...
متن کاملSemideenite Programming
In semide nite programming one minimizes a linear function subject to the constraint that an a ne combination of symmetric matrices is positive semide nite. Such a constraint is nonlinear and nonsmooth, but convex, so semide nite programs are convex optimization problems. Semide nite programming uni es several standard problems (e.g., linear and quadratic programming) and nds many applications ...
متن کاملEffect of Polymer Concentr ation on the Structure and Performance of Polysulf one Flat Membrane for CO 2 Absorption in Membrane Contactor
متن کامل
Initialization in semidefinite programming via a self-dual skew-symmetric embedding
The formulation of interior point algorithms for semide nite programming has become an active research area, following the success of the methods for large{ scale linear programming. Many interior point methods for linear programming have now been extended to the more general semide nite case, but the initialization problem remained unsolved. In this paper we show that the initialization strate...
متن کاملPolynomial Primal Dual Cone Affine Scaling for Semidefinite Programming
Semide nite programming concerns the problem of optimizing a linear function over a section of the cone of semide nite matrices In the cone a ne scaling approach we replace the cone of semide nite matrices by a certain inscribed cone in such a way that the resulting optimization problem is analytically solvable The now easily obtained solution to this modi ed problem serves as an approximate so...
متن کامل