Sums of random symmetric matrices and quadratic optimization under orthogonality constraints

DOI10.1007/S10107-006-0033-0zbMath1156.90012DBLPjournals/mp/Nemirovski07OpenAlexW2082401067WikidataQ57392916 ScholiaQ57392916MaRDI QIDQ868470

Arkadi Nemirovski

Publication date: 5 March 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0033-0

zbMATH Keywords

Procrustes problemOrthogonality constraintsRandom perturbationsSemidefinite relaxations

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Approximation methods and heuristics in mathematical programming (90C59) Large deviations (60F10)

Related Items (18)

Convex Relaxations for Permutation Problems ⋮ Non-monotone algorithm for minimization on arbitrary domains with applications to large-scale orthogonal Procrustes problem ⋮ Approximating the little Grothendieck problem over the orthogonal and unitary groups ⋮ Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis ⋮ Two proposals for robust PCA using semidefinite programming ⋮ Moment inequalities for sums of random matrices and their applications in optimization ⋮ Approximation algorithms for quantum many-body problems ⋮ Optimization problems with orthogonal matrix constraints ⋮ Near-optimality of linear recovery from indirect observations ⋮ Disentangling orthogonal matrices ⋮ User-friendly tail bounds for sums of random matrices ⋮ A note on random signs ⋮ A feasible method for optimization with orthogonality constraints ⋮ On some p-almost Hadamard matrices ⋮ Semidefinite Descriptions of the Convex Hull of Rotation Matrices ⋮ Global Registration of Multiple Point Clouds Using Semidefinite Programming ⋮ Gaussian Process Landmarking for Three-Dimensional Geometric Morphometrics ⋮ \(p\)-almost Hadamard matrices and \(\lambda\)-planes

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• Dual Algorithm for Orthogonal Procrustes Rotations
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• Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems

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