Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion (Q717129)
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English | Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion |
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Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion (English)
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27 September 2011
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Optimization problems with nonlinear matrix inequalities, including quadratic and polynomial matrix inequalities, are known as hard problems. They frequently belong to large-scale optimization problems. Exploiting sparsity has been one of the essential tools for solving large-scale optimization problems. The authors present a basic framework for exploiting the sparsity characterized in terms of a chordal graph structure via positive semidefinite matrix completion. Depending on where the sparsity is observed, two types of sparsities are studied: the domain-space sparsity for a symmetric matrix that appears as a variable in the objective and/or the constraint functions of a given optimization problem and is required to be positive semidefinite, and the range-space sparsity for a matrix inequality involved in the constraint of the problem. Four conversion methods are proposed in this framework: two for exploiting the domain-space sparsity and the other two for exploiting the range-space sparsity. These conversion methods enhance the structured sparsity of the problem when they are applied to a polynomial semidefinite program.
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semidefinite program
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matrix inequalities
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polynomial optimization
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positive semidefinite matrix completion
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sparsity
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chordal graph
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