Determinant Maximization with Linear Matrix Inequality Constraints

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(88)

Applications of second-order cone programming
Applications of semidefinite programming
Piecewise-linear robust control of systems with input constraints
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On constrained estimation of graphical time series models
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Computation of low-complexity control-invariant sets for systems with uncertain parameter dependence
Maximum-entropy sampling and the Boolean quadric polytope
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Primal-dual path-following algorithms for determinant maximization problems with linear matrix inequalities
Ellipsoidal bounds for uncertain linear equations and dynamical systems
Enclosing ellipsoids and elliptic cylinders of semialgebraic sets and their application to error bounds in polynomial optimization
Optimal and robust waveform design for MIMO radars in the presence of clutter
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
A survey on conic relaxations of optimal power flow problem
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Optimal design of multifactor experiments via grid exploration
Maximizing products of linear forms, and the permanent of positive semidefinite matrices
\( H_\infty\) control for continuous-time Markov jump nonlinear systems with piecewise-affine approximation
Mean estimation with sub-Gaussian rates in polynomial time
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Alternating direction method for covariance selection models
Optimality conditions and global convergence for nonlinear semidefinite programming
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Robust optimal control with adjustable uncertainty sets
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Adaptive detection of distributed targets in Gaussian clutter based on multiple a-priori spectral models
Extending a refinement of Koteljanskiĭ's inequality
Optimal experimental design and some related control problems
D-optimal design of a monitoring network for parameter estimation of distributed systems
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Controller coefficient truncation using Lyapunov performance certificate
A Randomized Exchange Algorithm for Computing Optimal Approximate Designs of Experiments
A Maximum Likelihood Approach to Density Estimation with Semidefinite Programming
Complexity of the primal–dual path-following algorithms for the weighted determinant maximization problems with linear matrix inequalities in the narrow neighbourhood
Determinant Optimization on Binary Matrices
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Multiplicative methods for computing \(D\)-optimal stratified designs of experiments
On maximizing detX^tX
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An SQP-type method with superlinear convergence for nonlinear semidefinite programming
An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming
Construction of efficient experimental designs under multiple resource constraints
Monte Carlo Algorithms for the Detection of Necessary Linear Matrix Inequality Constraints
Multi-start approach for an integer determinant maximization problem
Learning Sparse Causal Gaussian Networks With Experimental Intervention: Regularization and Coordinate Descent
A primal-dual interior point trust-region method for nonlinear semidefinite programming
Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
Euclidean distance bounds for linear matrix inequalities analytic centers using a novel bound on the Lambert function
Relative entropy optimization and its applications
Some New Methods for Generating Convex Functions
Barycentric algorithm for computing D-optimal size- and cost-constrained designs of experiments
Efficient solution of maximum-entropy sampling problems
On the bijectivity of thin-plate splines
A matrix Positivstellensatz with lifting polynomials
Maximizing determinants under partition constraints
Determinant Maximization of a Nonsymmetric Matrix with Quadratic Constraints
An extension of the standard polynomial-time primal-dual path-following algorithm to the weighted determination maximization problem with semidefinite contstraints
A class of semidefinite programs with rank-one solutions
Smoothing method for minimizing the sum of therlargest functions
LMI approximations for the radius of the intersection of ellipsoids: Survey.
Constrained MPC for uncertain linear systems with ellipsoidal target sets.
Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming‐Based Approach
Computation of robust control invariant sets with predefined complexity for uncertain systems
An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
Computing optimal designs of multiresponse experiments reduces to second-order cone program\-ming
Quantized output-feedback control of piecewise-affine systems with reachable regions of quantized measurements
Maximum likelihood thresholds via graph rigidity
Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison
Dual spectral projected gradient method for generalized log-det semidefinite programming
Semidefinite programming for discrete optimization and matrix completion problems
A primal-dual interior point method for nonlinear semidefinite programming
Branch-and-bound for integer D-optimality with fast local search and variable-bound tightening
Minimum-volume enclosing ellipsoids and core sets
Optimal ellipsoids and decomposition of positive definite matrices
Computing exact \(D\)-optimal designs by mixed integer second-order cone programming
Scale-invariant clustering with minimum volume ellipsoids
On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls
Computing \(c\)-optimal experimental designs using the simplex method of linear programming

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