Semidefinite programming
From MaRDI portal
Publication:1600854
DOI10.1016/S0377-2217(01)00143-6zbMath1008.90044OpenAlexW4244513129MaRDI QIDQ1600854
Publication date: 16 June 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00143-6
Related Items
Semidefinite programming via image space analysis, Matrix Relaxations in Combinatorial Optimization, Mining for diamonds -- matrix generation algorithms for binary quadratically constrained quadratic problems, Semidefinite programming for uncertain linear equations in static analysis of structures, Optimal design of multi-response experiments using semi-definite programming, Strong duality and minimal representations for cone optimization, Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems, Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs, Improved estimation of duality gap in binary quadratic programming using a weighted distance measure, Enhancing RLT-based relaxations for polynomial programming problems via a new class of \(v\)-semidefinite cuts, Multiobjective duality for convex semidefinite programming problems, Partial Lagrangian relaxation for the unbalanced orthogonal Procrustes problem, Semidefinite programming for dynamic steady-state analysis of structures under uncertain harmonic loads, A guide to conic optimisation and its applications, Confidence ellipsoids for static response of trusses with load and structural uncertainties, A note on strong duality in convex semidefinite optimization: necessary and sufficient conditions, Semidefinite relaxation for linear programs with equilibrium constraints, Robust Farkas' lemma for uncertain linear systems with applications, Exploiting semidefinite relaxations in constraint programming, Image space analysis for vector variational inequalities with matrix inequality constraints and applications, New complexity analysis of the primal-dual method for semidefinite optimization based on the Nesterov-Todd direction, Validating numerical semidefinite programming solvers for polynomial invariants, Semidefinite relaxations for partitioning, assignment and ordering problems, An evaluation of semidefinite programming based approaches for discrete lot-sizing problems, Semidefinite relaxations for partitioning, assignment and ordering problems, Collective mental accounting: an integrated behavioural portfolio selection model for multiple mental accounts, Construction of a class of sharp Löwner majorants for a set of symmetric matrices, Sufficient global optimality conditions for multi-extremal smooth minimisation problems with bounds and linear matrix inequality constraints, A new method of updating mass and stiffness matrices simultaneously with no spillover
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Improved approximation algorithms for MAX \(k\)-cut and MAX BISECTION
- Combinatorial properties and the complexity of a max-cut approximation
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- Proximity control in bundle methods for convex nondifferentiable minimization
- Some applications of optimization in matrix theory
- Geometric algorithms and combinatorial optimization
- On the complexity of semidefinite programs
- Initialization in semidefinite programming via a self-dual skew-symmetric embedding
- Semidefinite programming in combinatorial optimization
- An exact duality theory for semidefinite programming and its complexity implications
- Reduction of monotone linear complementarity problems over cones to linear programs over cones
- Cones of diagonally dominant matrices
- Integer optimization on convex semialgebraic sets
- On the Rank of Extreme Matrices in Semidefinite Programs and the Multiplicity of Optimal Eigenvalues
- Robust Convex Optimization
- Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- Matrix Analysis
- Approximate graph coloring by semidefinite programming
- Cones of Matrices and Set-Functions and 0–1 Optimization
- Large-Scale Optimization of Eigenvalues
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions
- Linear Matrix Inequalities in System and Control Theory
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Robust Truss Topology Design via Semidefinite Programming
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
- A study of search directions in primal-dual interior-point methods for semidefinite programming
- A Spectral Bundle Method for Semidefinite Programming
- Semidefinite Programming
- An Interior-Point Method for Semidefinite Programming
- Fixing Variables in Semidefinite Relaxations
- Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
- Handbook of semidefinite programming. Theory, algorithms, and applications
- A second-order bundle method to minimize the maximum eigenvalue function.