Approximating Semidefinite Packing Programs

DOI10.1137/090762671zbMath1226.90064OpenAlexW2014029180MaRDI QIDQ3004983

Garud Iyengar, David J. Phillips, Clifford Stein

Publication date: 6 June 2011

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5b85c6da916e5761029af5b8da5a658134238695

zbMATH Keywords

nonsmooth optimizationsemidefinite programmingcombinatorial optimizationapproximation algorithmsprimal-dual methods

Mathematics Subject Classification ID

Semidefinite programming (90C22) Numerical methods involving duality (49M29)

Related Items (9)

Fast First-Order Algorithms for Packing–Covering Semidefinite Programs ⋮ Finding Sparse Solutions for Packing and Covering Semidefinite Programs ⋮ On the Number of Iterations for Dantzig--Wolfe Optimization and Packing-Covering Approximation Algorithms ⋮ An efficiently computable subgraph pattern support measure: counting independent observations ⋮ Approximation algorithms from inexact solutions to semidefinite programming relaxations of combinatorial optimization problems ⋮ An SDP primal-dual algorithm for approximating the Lovász-theta function ⋮ A class of semidefinite programs with rank-one solutions ⋮ Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs ⋮ Portfolio Selection with Multiple Spectral Risk Constraints

Uses Software

• SeDuMi
• DSPCA

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