Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
From MaRDI portal
Recommendations
- Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
- Semidefinite programming for discrete optimization and matrix completion problems
- Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
- Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion
- Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
Cited in
(92)- Large-scale semidefinite programming via a saddle point mirror-prox algorithm
- An overview of semidefinite relaxations for optimal power flow problem
- Finding low-rank solutions of sparse linear matrix inequalities using convex optimization
- Chordal decomposition in operator-splitting methods for sparse semidefinite programs
- Bounds on heat transfer for Bénard-Marangoni convection at infinite Prandtl number
- A Bregman extension of quasi-Newton updates I: An information geometrical framework
- Multiplicity adjustment for temporal and spatial scan statistics using Markov property
- Block-sparse recovery of semidefinite systems and generalized null space conditions
- Perturbed sums-of-squares theorem for polynomial optimization and its applications
- A parallel interior point decomposition algorithm for block angular semidefinite programs
- Second order cone programming relaxation of nonconvex quadratic optimization problems
- Matrix minor reformulation and SOCP-based spatial branch-and-cut method for the AC optimal power flow problem
- Exact SDP relaxations of quadratically constrained quadratic programs with forest structures
- On listing, sampling, and counting the chordal graphs with edge constraints
- An improved semidefinite programming relaxation for the satisfiability problem
- Linear optimization over homogeneous matrix cones
- Exact recovery with symmetries for procrustes matching
- A spatial branch-and-cut method for nonconvex QCQP with bounded complex variables
- On the conditions for the finite termination of ADMM and its applications to SOS polynomials feasibility problems
- Semidefinite programming for discrete optimization and matrix completion problems
- Exploiting special structure in semidefinite programming: a survey of theory and applications
- scientific article; zbMATH DE number 1928695 (Why is no real title available?)
- Decomposition of arrow type positive semidefinite matrices with application to topology optimization
- Semidefinite programming relaxation methods for global optimization problems with sparse polynomials and unbounded semialgebraic feasible sets
- Faster, but weaker, relaxations for quadratically constrained quadratic programs
- An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization
- Sparse conic reformulation of structured QCQPs based on copositive optimization with applications in stochastic optimization
- Positive polynomials on projective limits of real algebraic varieties
- Enclosing ellipsoids and elliptic cylinders of semialgebraic sets and their application to error bounds in polynomial optimization
- A survey on conic relaxations of optimal power flow problem
- Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
- TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity
- Semidefinite Programming for Computable Performance Bounds on Block-Sparsity Recovery
- Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion
- A localization approach to improve iterative proportional scaling in Gaussian graphical models
- Matrix relaxations in combinatorial optimization
- A constraint-reduced algorithm for semidefinite optimization problems with superlinear convergence
- Solving large-scale semidefinite programs in parallel
- Doubly nonnegative relaxations for quadratic and polynomial optimization problems with binary and box constraints
- Exploiting structured sparsity in large scale semidefinite programming problems
- A conversion of an SDP having free variables into the standard form SDP
- On Listing, Sampling, and Counting the Chordal Graphs with Edge Constraints
- An efficient algorithm for maximum entropy extension of block-circulant covariance matrices
- GMRES-accelerated ADMM for quadratic objectives
- Mining for diamonds -- matrix generation algorithms for binary quadratically constrained quadratic problems
- Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion
- Cutting plane generation through sparse principal component analysis
- scientific article; zbMATH DE number 7306888 (Why is no real title available?)
- A graphic structure based branch-and-bound algorithm for complex quadratic optimization and applications to magnitude least-square problem
- Exploiting low-rank structure in semidefinite programming by approximate operator splitting
- Fast implementation for semidefinite programs with positive matrix completion
- \(LDL^T\) direction interior point method for semidefinite programming
- Distributed consensus-based solver for semi-definite programming: an optimization viewpoint
- Algorithm 996
- Learning chordal extensions
- Cardinality-constrained distributionally robust portfolio optimization
- Discussion on: ``A decomposition algorithm for KYP-SDPs
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
- Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
- Preprocessing sparse semidefinite programs via matrix completion
- Exploiting sparsity for the min \(k\)-partition problem
- On the robustness and scalability of semidefinite relaxation for optimal power flow problems
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
- Analysis of sparse quasi-Newton updates with positive definite matrix completion
- A geometrical analysis on convex conic reformulations of quadratic and polynomial optimization problems
- Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
- Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems
- Bregman primal-dual first-order method and application to sparse semidefinite programming
- Bounds on heat transport for convection driven by internal heating
- Sparse noncommutative polynomial optimization
- Doubly nonnegative relaxations are equivalent to completely positive reformulations of quadratic optimization problems with block-clique graph structures
- Euclidean distance matrices and applications
- A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion
- Sum-of-squares chordal decomposition of polynomial matrix inequalities
- Solving sparse polynomial optimization problems with chordal structure using the sparse bounded-degree sum-of-squares hierarchy
- Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity
- A new global algorithm for max-cut problem with chordal sparsity
- KKT-based primal-dual exactness conditions for the Shor relaxation
- An inexact dual logarithmic barrier method for solving sparse semidefinite programs
- Sparse quasi-Newton updates with positive definite matrix completion
- COSMO: a conic operator splitting method for convex conic problems
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- A successive constraint approach to solving parameter-dependent linear matrix inequalities
- Second Order Cone Programming Relaxation of a Positive Semidefinite Constraint
- A distributed algorithm for cooperative optimization with polynomial objective function
- Correlative sparsity structures and semidefinite relaxations for concave cost transportation problems with change of variables
- Strong SOCP relaxations for the optimal power flow problem
- Exploiting sparsity in the matrix-dilation approach to robust semidefinite programming
- A semidefinite optimization approach for the single-row layout problem with unequal dimensions
- Sums of squares and sparse semidefinite programming
- Logarithmic barriers for sparse matrix cones
- Bounds for deterministic and stochastic dynamical systems using sum-of-squares optimization
This page was built for publication: Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2706347)
