The De ation-In ation Method for Certain Semide nite Programming and Maximum Determinant Completion Problems

نویسنده

  • Leonid Gurvits
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.

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تاریخ انتشار 1998