Solving semidefinite-quadratic-linear programs using SDPT3
From MaRDI portal
Publication:146795
DOI10.1007/S10107-002-0347-5zbMath1030.90082OpenAlexW2066459185MaRDI QIDQ146795
M. J. Todd, K. C. Toh, [https://portal.mardi4nfdi.de/wiki/Person:146794 R. H. T�T�Nc�], Michael J. Todd, Kim-Chuan Toh, Reha H. Tütüncü
Publication date: 1 February 2003
Published in: Mathematical Programming, Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-002-0347-5
Related Items (only showing first 100 items - show all)
On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor ⋮ Robustness analysis of uncertain discrete‐time systems with dissipation inequalities and integral quadratic constraints ⋮ The Random QUBO ⋮ A method for weighted projections to the positive definite cone ⋮ Optimal Data Fitting: A Moment Approach ⋮ Optimal Information Blending with Measurements in the L2 Sphere ⋮ Zames–Falb multipliers for convergence rate: motivating example and convex searches ⋮ Second-order cone programming approaches to static shakedown analysis in steel plasticity ⋮ Finding Sparse Solutions for Packing and Covering Semidefinite Programs ⋮ A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity ⋮ Solving orthogonal group synchronization via convex and low-rank optimization: tightness and landscape analysis ⋮ A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs ⋮ A facial reduction approach for the single source localization problem ⋮ A route generation algorithm for an optimal fuel routing problem between two single ports ⋮ Nonparametric Functional Graphical Modeling Through Functional Additive Regression Operator ⋮ Output regulation of stochastic sampled-data systems with post-processing internal model ⋮ Sampling Algebraic Varieties for Sum of Squares Programs ⋮ Multi-output multilevel best linear unbiased estimators via semidefinite programming ⋮ Solving graph equipartition SDPs on an algebraic variety ⋮ Image cartoon-texture decomposition by a generalized non-convex low-rank minimization method ⋮ Hausdorff distance between convex semialgebraic sets ⋮ A singular value shrinkage thresholding algorithm for folded concave penalized low-rank matrix optimization problems ⋮ Near-optimal bounds for generalized orthogonal Procrustes problem via generalized power method ⋮ Nonlocal Basis Pursuit: Nonlocal Optimal Design of Conductive Domains in the Vanishing Material Limit ⋮ A revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimization ⋮ POLYNOMIAL BOUNDS FOR SOLUTIONS TO BOUNDARY VALUE AND OBSTACLE PROBLEMS WITH APPLICATIONS TO FINANCIAL DERIVATIVE PRICING ⋮ SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS ⋮ Bounds for Random Binary Quadratic Programs ⋮ $LDL^T$ Direction Interior Point Method for Semidefinite Programming ⋮ Epidemic Spreading Curing Strategy Over Directed Networks ⋮ Empirical Approach for Optimal Reinsurance Design ⋮ Framework for kernel regularization with application to protein clustering ⋮ A paradox in bosonic energy computations via semidefinite programming relaxations ⋮ Exact solvability, non-integrability, and genuine multipartite entanglement dynamics of the Dicke model ⋮ Computation of peak output for inputs satisfying many bounding conditions on magnitude and slope ⋮ Finding the Nearest Positive-Real System ⋮ The solution of euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction ⋮ Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization ⋮ Interior Point Methods for Nonlinear Optimization ⋮ Multi-start approach for an integer determinant maximization problem ⋮ Exact Semidefinite Programming Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems ⋮ An alternating direction method for linear‐constrained matrix nuclear norm minimization ⋮ Preprocessing and Regularization for Degenerate Semidefinite Programs ⋮ Optimal feedforward controller design for periodic inputs ⋮ Global optimization in protein docking using clustering, underestimation and semidefinite programming ⋮ Unnamed Item ⋮ Validating numerical semidefinite programming solvers for polynomial invariants ⋮ Eigenvalue, quadratic programming, and semidefinite programming relaxations for a cut minimization problem ⋮ A characterization of the weighted Lovász number based on convex quadratic programming ⋮ Upper and lower bounds in limit analysis: Adaptive meshing strategies and discontinuous loading ⋮ New Upper Bounds for Equiangular Lines by Pillar Decomposition ⋮ Parametric analysis of semidefinite optimization ⋮ Algorithm 996 ⋮ Approximate minimum enclosing balls in high dimensions using core-sets ⋮ Reduced rank ridge regression and its kernel extensions ⋮ A Single-Phase, Proximal Path-Following Framework ⋮ SDPNAL+: A Matlab software for semidefinite programming with bound constraints (version 1.0) ⋮ Bounds on heat transfer for Bénard–Marangoni convection at infinite Prandtl number ⋮ On solving a class of linear semi-infinite programming by SDP method ⋮ Graphical Model Selection for Gaussian Conditional Random Fields in the Presence of Latent Variables ⋮ Minimum-time speed optimisation over a fixed path ⋮ Coprime factors reduction of distributed nonstationary LPV systems ⋮ A linear algebra method to decompose forms whose length is lower than the number of variables into weighted sum of squares ⋮ A Maximum Likelihood Approach to Density Estimation with Semidefinite Programming ⋮ An ADMM-based interior-point method for large-scale linear programming ⋮ A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem ⋮ An Inexact Augmented Lagrangian Method for Second-Order Cone Programming with Applications ⋮ Bounds for Deterministic and Stochastic Dynamical Systems using Sum-of-Squares Optimization ⋮ Sampling method for semidefinite programmes with non-negative Popov function constraints ⋮ Sensor fault diagnosis in fractional-order singular systems using unknown input observer ⋮ A new method of updating mass and stiffness matrices simultaneously with no spillover ⋮ Control analysis and design via randomised coordinate polynomial minimisation ⋮ Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator ⋮ Minimizing the sum of many rational functions ⋮ Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach ⋮ Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier ⋮ Optimizing over the properly efficient set of convex multi-objective optimization problems ⋮ On how to solve large-scale log-determinant optimization problems ⋮ CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization ⋮ A second-order cone cutting surface method: Complexity and application ⋮ SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression ⋮ New algorithms for \(k\)-center and extensions ⋮ On verified numerical computations in convex programming ⋮ Sparse-BSOS: a bounded degree SOS hierarchy for large scale polynomial optimization with sparsity ⋮ Robust stability and performance analysis based on integral quadratic constraints ⋮ A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem ⋮ Heuristics for a continuous multi-facility location problem with demand regions ⋮ Homogeneity detection for the high-dimensional generalized linear model ⋮ SDP reformulation for robust optimization problems based on nonconvex QP duality ⋮ A matrix generation approach for eigenvalue optimization ⋮ Behavioral measures and their correlation with IPM iteration counts on semi-definite programming problems ⋮ On constrained estimation of graphical time series models ⋮ A homotopy method for nonlinear semidefinite programming ⋮ An alternating direction method for convex quadratic second-order cone programming with bounded constraints ⋮ Solving Hankel matrix approximation problem using semidefinite programming ⋮ Robust international portfolio management ⋮ Second-order cone programming formulations for a class of problems in structural optimization ⋮ Optimizing area under the ROC curve using semi-supervised learning ⋮ Alternating projections on nontangential manifolds ⋮ International portfolio management with affine policies
Uses Software
This page was built for publication: Solving semidefinite-quadratic-linear programs using SDPT3