Semidefinite Programming

From MaRDI portal
Publication:4877532


DOI10.1137/1038003zbMath0845.65023WikidataQ84355342 ScholiaQ84355342MaRDI QIDQ4877532

Stephen P. Boyd, Lieven Vandenberghe

Publication date: 9 September 1996

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1038003


65K05: Numerical mathematical programming methods

90C22: Semidefinite programming

90C25: Convex programming

90C51: Interior-point methods

90C27: Combinatorial optimization

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming


Related Items

A convex polynomial that is not sos-convex, Semidefinite optimization in discrepancy theory, Quantum convex support, Semidefinite diagonal directions Monte Carlo algorithms for detecting necessary linear matrix inequality constraints, Faithful squashed entanglement, Numerical block diagonalization of matrix \(\ast\)-algebras with application to semidefinite programming, Antagonistic control, Handwritten chinese text line segmentation by clustering with distance metric learning, A new full-Newton step \(O(n)\) infeasible interior-point algorithm for semidefinite optimization, Bounds for codes by semidefinite programming, Characterizing the universal rigidity of generic frameworks, Space tensor conic programming, Wireless capacity with arbitrary gain matrix, Positive semidefinite rank, Smaller SDP for SOS decomposition, The complexity of relating quantum channels to master equations, Data dissemination and disclosure limitation in a world without microdata: a risk-utility framework for remote access analysis servers, State and unknown input estimation for discrete time multiple model, Stability of quadratic modules, The algebraic degree of semidefinite programming, LMI approach to robust model predictive control, Stochastic semidefinite programming: a new paradigm for stochastic optimization, Representations of positive polynomials on noncompact semialgebraic sets via KKT ideals, Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling, Properties of the augmented Lagrangian in nonlinear semidefinite optimization, Optimal scaling of a gradient method for distributed resource allocation, On KKT points of homogeneous programs, A compressed primal-dual method for generating bivariate cubic \(L_{1}\) splines, Semidefinite bounds for the stability number of a graph via sums of squares of polynomials, On approximating complex quadratic optimization problems via semidefinite programming relaxations, A Newton-like method for solving rank constrained linear matrix inequalities, Optimal design and verification of temporal and spatial filters using second-order cone programming approach, Penalty and barrier methods for convex semidefinite programming, SOS approximations of nonnegative polynomials via simple high degree perturbations, Practical policy iterations. A practical use of policy iterations for static analysis: the quadratic case, A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon, A perspective-based convex relaxation for switched-affine optimal control, The \(H\)-differentiability and calmness of circular cone functions, Generalized semi-infinite programming: a tutorial, Uniform LP duality for semidefinite and semi-infinite programming, Exact relaxations of non-convex variational problems, Feature extraction using constrained maximum variance mapping, Reduced vertex set result for interval semidefinite optimization problems, Optimization of structural topology in the high-porosity regime, Approximating optimization problems over convex functions, Largest dual ellipsoids inscribed in dual cones, Set-membership filtering for systems with sensor saturation, On semidefinite representations of non-closed sets, Bandgap optimization of two-dimensional photonic crystals using semidefinite programming and subspace methods, Dynamic system methods for solving mixed linear matrix inequalities and linear vector inequalities and equalities, Positive semidefinite quadratic forms on unitary matrices, Certificates of convexity for basic semi-algebraic sets, Image space analysis for vector variational inequalities with matrix inequality constraints and applications, Lower-order penalization approach to nonlinear semidefinite programming, Finding positive matrices subject to linear restrictions, Parameter estimation with expected and residual-at-risk criteria, Estimation of the disturbance structure from data using semidefinite programming and optimal weighting, Interval predictor models: identification and reliability, Duality gap of the conic convex constrained optimization problems in normed spaces, A new primal-dual path-following interior-point algorithm for semidefinite optimization, A nonlinear optimization methodology for VLSI fixed-outline floorplanning, Performance bounds for linear stochastic control, Minimization of the effect of noisy measurements on localization of multi-agent autonomous formations, Numerical approaches for collaborative data processing, Semidefinite characterization and computation of zero-dimensional real radical ideals, Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming, Polynomial chaos representation of spatio-temporal random fields from experimental measurements, A generalized flat extension theorem for moment matrices, Exploiting special structure in semidefinite programming: a survey of theory and applications, On filter-successive linearization methods for nonlinear semidefinite programming, Large margin nearest local mean classifier, Applications of second-order cone programming, Superlinear convergence of interior-point algorithms for semidefinite programming, Robust stability and performance analysis of uncertain systems using linear matrix inequalities, On parametric semidefinite programming, Primal-dual potential reduction methods for semidefinite programming using affine-scaling directions, Polynomial primal-dual cone affine scaling for semidefinite programming, Symmetric primal-dual path-following algorithms for semidefinite programming, Applications of semidefinite programming, A long-step primal-dual path-following method for semidefinite programming, Inverse scattering experiments, structured matrix inequalities, and tensor algebra, Inversion error, condition number, and approximate inverses of uncertain matrices, Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming, Parameter estimation for moving averages with positive innovations, Potential-reduction methods in mathematical programming, \(H_ \infty\) control for descriptor systems: A matrix inequalities approach, Initialization in semidefinite programming via a self-dual skew-symmetric embedding, Semidefinite programming in combinatorial optimization, Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs, Elliptic and hyperbolic quadratic eigenvalue problems and associated distance problems., Spectral methods for graph bisection problems., Semidefinite programming and matrix scaling over the semidefinite cone., Best ellipsoidal relaxation to solve a nonconvex problem., Specialized fast algorithms for IQC feasibility and optimization problems., Indefinite stochastic LQ control with cross term via semidefinite programming, Multiobjective duality for convex semidefinite programming problems, Convex analysis on Cartan subspaces., Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon, On weighted centers for semidefinite programming, Interior-point methods, Method of approximate centers for semi-definite programming, Unnamed Item, Applications of H∞ optimization method to envelope-constrained IIR filter design, Copositive realxation for genera quadratic programming, Detecting redundancy in optimization problems over intersection of ellipsoids, Duality for semi-definite and semi-infinite programming, On the connections between semidefinite optimization and vector optimization, A sequential quadratic penalty method for nonlinear semidefinite programming, A sequential quadratic penalty method for nonlinear semidefinite programming, Estimating density functions: a constrained maximum likelihood approach*, A study of search directions in primal-dual interior-point methods for semidefinite programming, Barrier certificates for nonlinear model validation, Finite quantum tomography and semidefinite programming, Exact matrix completion via convex optimization, A successive SDP-NSDP approach to a robust optimization problem in finance, Global optimization for robust control synthesis based on the Matrix Product Eigenvalue Problem, Polynomials nonnegative on a grid and discrete optimization, Two Results on the Size of Spectrahedral Descriptions, Self-Regular Interior-Point Methods for Semidefinite Optimization, Block Coordinate Descent Methods for Semidefinite Programming, Computation of Minimal Projections and Extensions, A projected gradient method for optimization over density matrices, Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming, MIMO PID tuning via iterated LMI restriction, Robustly Solvable Constraint Satisfaction Problems, Algorithm 950, Simplex-type algorithm for second-order cone programmes via semi-infinite programming reformulation, How Accurately Should I Compute Implicit Matrix-Vector Products When Applying the Hutchinson Trace Estimator?, STABLE – a stability algorithm for parametric model reduction by matrix interpolation, Optimization in High Dimensions via Accelerated, Parallel, and Proximal Coordinate Descent, Exact Algorithms for Linear Matrix Inequalities, Symmetric Extensions of Quantum States and Local Hidden Variable Theories, The $\mathbf {K}$-moment problem for continuous linear functionals, Synthesizing Switching Controllers for Hybrid Systems by Generating Invariants, AN IMPROVED CONVEX 0-1 QUADRATIC PROGRAM REFORMULATION FOR CHANCE-CONSTRAINED QUADRATIC KNAPSACK PROBLEMS, LMI Representations of Convex Semialgebraic Sets and Determinantal Representations of Algebraic Hypersurfaces: Past, Present, and Future, Lower bounds on the entanglement needed to play XOR non-local games, An adaptive approach to the range-only station-keeping problem, Optimality Conditions in Semidefinite Programming, A General Framework for Dimensionality-Reducing Data Visualization Mapping, Embedding methods for semidefinite programming, ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS, Linear Programming Relaxations of Quadratically Constrained Quadratic Programs, Computation with Polynomial Equations and Inequalities Arising in Combinatorial Optimization, Matrix Relaxations in Combinatorial Optimization, A corrector–predictor path-following algorithm for semidefinite optimization, Upper bounds on the error probabilities and asymptotic error exponents in quantum multiple state discrimination, Analysis and design of robust estimation filter for a class of continuous-time nonlinear systems, Evolution of Genuine Multipartite Entanglement of Specific and Random States Under non-Markovian Noise, Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach, Optimal scaling parameters for sparse grid discretizations, Linear Matrix Inequalities in Control, Ellipsoid Bounds for Convex Quadratic Integer Programming, Bad Semidefinite Programs: They All Look the Same, Sum of squares basis pursuit with linear and second order cone programming, Large Margin Multiclass Gaussian Classification with Differential Privacy, A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming, Unnamed Item, Graph Implementations for Nonsmooth Convex Programs, On a novel approach to planning cylindrical cutter location for flank milling of ruled surfaces, Hankel-norm approximation of FIR filters: a descriptor-systems based approach, SEQUENTIAL SEMIDEFINITE PROGRAMMING FOR OPTIMIZATION OF FRAMED STRUCTURES UNDER MULTIMODAL BUCKLING CONSTRAINTS, On the Generation of Positivstellensatz Witnesses in Degenerate Cases, Bounding the support of a measure from its marginal moments, Performance bounds and suboptimal policies for linear stochastic control via LMIs, Estimation of noise covariance matrices for periodic systems, Testing the Dimension of Hilbert Spaces, Pure State Estimation and the Characterization of Entanglement, Robust admissibility of uncertain switched singular systems, On the trade-off between feasibility and performance in bilinear and state-affine model-based predictive control, SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems, Linear Conic Optimization for Inverse Optimal Control, A Second-Order Bundle Method Based on -Decomposition Strategy for a Special Class of Eigenvalue Optimizations, Stable Camera Motion Estimation Using Convex Programming, A unifying framework for several cutting plane methods for semidefinite programming, AN INTERIOR POINT APPROACH FOR SEMIDEFINITE OPTIMIZATION USING NEW PROXIMITY FUNCTIONS, A Maximum Likelihood Approach to Density Estimation with Semidefinite Programming, Knowledge-based semidefinite linear programming classifiers, Cutting plane algorithms for robust conic convex optimization problems, Robust linear time-varying control for trajectory tracking: computation and an experimental application, Optimal periodic feedback design for continuous-time LTI systems with constrained control structure, Detection of Lines by Combinatorial Optimization, Subgraph Matching with Semidefinite Programming, Low-Rank and Sparse Multi-task Learning, Process Flexibility: A Distribution-Free Bound on the Performance of k-Chain, Fault estimation observer design for discrete‐time systems in finite‐frequency domain, Semidefinite Approximations of Projections and Polynomial Images of SemiAlgebraic Sets, Optimal Counterfeiting Attacks and Generalizations for Wiesner’s Quantum Money, Finding graph embeddings by incremental low-rank semidefinite programming, Analysis and Design of Jump Coefficients in Discrete Stochastic Diffusion Models, Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems, Probabilistic algorithms for extreme point identification, A logarithm barrier method for semi-definite programming, Regional stabilisation of polynomial non-linear systems using rational Lyapunov functions, Interior Point Methods for Nonlinear Optimization, A sequential iteration algorithm with non-monotoneous behaviour in the method of projections onto convex sets, Robust portfolio selection under downside risk measures, Implementation of FIR control for H output feedback stabilisation of linear systems, Dynamic hedging of basket options under proportional transaction costs using receding horizon control, Unnamed Item, SDPT3 — A Matlab software package for semidefinite programming, Version 1.3, Mixed linear and semidefinite programming for combinatorial and quadratic optimization, SDPLIB 1.2, a library of semidefinite programming test problems, Penalty/Barrier multiplier algorthm for semidefinit programming, Conic convex programming and self-dual embedding, BEST SEPARABLE APPROXIMATION WITH SEMI-DEFINITE PROGRAMMING METHOD, Monte Carlo Algorithms for the Detection of Necessary Linear Matrix Inequality Constraints, Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem, Efficient solution of second order cone program for model predictive control, The interior-point revolution in optimization: History, recent developments, and lasting consequences, A solution method for combined semi-infinite and semi-definite programming, Complete solution for unambiguous discrimination of three pure states with real inner products, Quantum State Reconstruction via Continuous Measurement, The determinant bound for discrepancy is almost tight, Optimal Designs for Rational Function Regression, Computation of the distance to semi-algebraic sets, Hstructured model reduction algorithms for linear discrete systems via LMI-based optimisation, An interpolation problem for completely positive maps on matrix algebras: solvability and parametrization, Foundations of Set-Semidefinite Optimization, Global Registration of Multiple Point Clouds Using Semidefinite Programming, Nonlinear H ∞  output feedback control with integrator for polynomial discrete‐time systems, Approximate dynamic programming via iterated Bellman inequalities, Algorithmic Aspects of Combinatorial Discrepancy, An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems, Second-order cone programming approaches to static shakedown analysis in steel plasticity, Limiting behavior of the central path in semidefinite optimization, Ellipsoidal separation for classification problems, Robust deadbeat pole assignment with gain constraints: an LMI optimization approach, Quadratic approximate dynamic programming for input‐affine systems, Global optimization in protein docking using clustering, underestimation and semidefinite programming, Identifying redundant linear constraints in systems of linear matrix inequality constraints, Shape and topology optimization of the robust complianceviathe level set method, First-order semidefinite programming for the two-electron treatment of many-electron atoms and molecules, PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS, SOS-based solution approach to polynomial LPV system analysis and synthesis problems, Duality for inexact semi-infinite linear programming, Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem, Multi-constrained fault estimation observer design with finite frequency specifications for continuous-time systems, A Low-Order H∞ Controller Design for an Active Suspension System via Linear Matrix Inequalities, EXACT CALCULATION OF ROBUSTNESS OF ENTANGLEMENT VIA CONVEX SEMI-DEFINITE PROGRAMMING, A moment approach to analyze zeros of triangular polynomial sets, Model-based transductive learning of the kernel matrix, Robust portfolio asset allocation and risk measures, Duality bound method for the general quadratic programming problem with quadratic constraints, Robust receding horizon predictive control for systems with uncertain dynamics and input saturation, LMI approximations for the radius of the intersection of ellipsoids: Survey., An easy way to teach interior-point methods., Control of linear systems subject to input constraints: A polynomial approach., Semidefinite programming and combinatorial optimization, Model-based transductive learning of the kernel matrix, Well-Posedness in Unconstrained Polynomial Optimization Problems, Robust portfolio asset allocation and risk measures, Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines, Preprocessing and Regularization for Degenerate Semidefinite Programs, New complexity analysis of the primal-dual method for semidefinite optimization based on the Nesterov-Todd direction, The omnipresence of Lagrange, Constrained trace-optimization of polynomials in freely noncommuting variables, Dynamics of genuine multipartite entanglement under local non-Markovian dephasing, Semidefinite relaxations for partitioning, assignment and ordering problems, Semidefinite relaxations for partitioning, assignment and ordering problems, Nonnegative minimum biased quadratic estimation in mixed linear models, Semidefinite programming, Robust one-step receding horizon control of discrete-time Markovian jump uncertain systems, An interior point method for solving semidefinite programs using cutting planes and weighted analytic centers, Uncertain convex programs: randomized solutions and confidence levels, On self-regular IPMs (with comments and rejoinder), Discretization method for semi-definite programming, A new proof of the strong duality theorem for semidefinite programming, Design of planar articulated mechanisms using branch and bound, Control of rational systems using linear-fractional representations and linear matrix inequalities, Analyticity of the central path at the boundary point in semidefinite programming, Component-wise dimension reduction, Ellipsoidal bounds for uncertain linear equations and dynamical systems, On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling, Global optimization for the biaffine matrix inequality problem, On convex relaxations for quadratically constrained quadratic programming, New characterizations of weak sharp minima, International portfolio management with affine policies, On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming, Set-values filtering for discrete time-delay genetic regulatory networks with time-varying para\-meters, Convex approximations in stochastic programming by semidefinite programming, A new second-order corrector interior-point algorithm for semidefinite programming, Computing maximin efficient experimental designs using the methods of semidefinite programming, Nonsingularity of FB system and constraint nondegeneracy in semidefinite programming, Exact SDP relaxations for classes of nonlinear semidefinite programming problems, A primal-dual semidefinite programming algorithm tailored to the variational determination of the two-body density matrix, Indefinite LQ control for discrete-time stochastic systems via semidefinite programming, Portfolio selection under model uncertainty: a penalized moment-based optimization approach, Optimal and robust waveform design for MIMO radars in the presence of clutter, Methods for the combination of kernel matrices within a support vector framework, Ensemble clustering using semidefinite programming with applications, Stabilizable regions of receding horizon predictive control with input constraints, Semi-definite programming for topology optimization of trusses under multiple eigenvalue constraints, Graph rigidity via Euclidean distance matrices, Parametric Lagrangian dual for the binary quadratic programming problem, Convex reformulation for binary quadratic programming problems via average objective value maximization, Complexity analysis of an interior point algorithm for the semidefinite optimization based on a kernel function with a double barrier term, Performance of first-order methods for smooth convex minimization: a novel approach, The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability, Learning with tensors: a framework based on convex optimization and spectral regularization, A robust fault detection design for uncertain Takagi-Sugeno models with unknown inputs and time-varying delays, How to solve a semi-infinite optimization problem, An admissible dual internal point method for a linear semidefinite programming problem, On the problem of packing spheres in a cube, Modeling, inference and optimization of regulatory networks based on time series data, Lovász theta type norms and operator systems, Linear controller design for chance constrained systems, On saddle points in semidefinite optimization via separation scheme, On minimizing a quadratic function on Stiefel manifold, Learning linear PCA with convex semi-definite programming, Region of attraction estimation using invariant sets and rational Lyapunov functions, Tightening a copositive relaxation for standard quadratic optimization problems, Inverse problems from biomedicine: inference of putative disease mechanisms and robust therapeutic strategies, Approximate gcds of polynomials and sparse SOS relaxations, Computing sum of squares decompositions with rational coefficients, Kernel based support vector machine via semidefinite programming: application to medical diagnosis, Convex sets with semidefinite representation, Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem, Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems, Lyapunov stability for continuous-time multidimensional nonlinear systems, On the theta number of powers of cycle graphs, Outlier detection and robust covariance estimation using mathematical programming, Modeling association between DNA copy number and gene expression with constrained piecewise linear regression splines, New approximations for the cone of copositive matrices and its dual, Robust envelope-constrained filter with orthonormal bases and semi-definite and semi-infinite programming, Semidefinite optimization models for limit and shakedown analysis problems involving matrix spreads, An SQP-type algorithm for nonlinear second-order cone programs, A finite steps algorithm for solving convex feasibility problems, Optimal distortion embeddings of distance regular graphs into Euclidean spaces, A note on strong duality in convex semidefinite optimization: necessary and sufficient conditions, Robust portfolio selection with uncertain exit time using worst-case VaR strategy, Necessary conditions and duality for inexact nonlinear semi-infinite programming problems, On the indirect approaches for CARMA model identification, A unified version of Cauchy-Schwarz and Wielandt inequalities, Portfolio optimization with linear and fixed transaction costs, Approximation of the joint spectral radius using sum of squares, Contracting optimally an interval matrix without loosing any positive semi-definite matrix is a tractable problem, Stability of polytopes of matrices via affine parameter-dependent Lyapunov functions: asymptotically exact LMI conditions, A semidefinite programming heuristic for quadratic programming problems with complementarity constraints, A proximal-point SQP trust region method for solving some special class of nonlinear semi-definite programming problems, Reduced order output feedback control design for PDE systems using proper orthogonal decomposition and nonlinear semidefinite programming, A new autocovariance least-squares method for estimating noise covariances, Minimizing polynomials via sum of squares over the gradient ideal, Robust global optimization with polynomials, Solving semidefinite programming problems via alternating direction methods, Bounds on linear PDEs via semidefinite optimization, Investigating duality on stability conditions, Fast linear iterations for distributed averaging, Approximate augmented Lagrangian functions and nonlinear semidefinite programs, Output feedback control with input saturations: LMI design approaches, Semidefinite programming relaxations and algebraic optimization in control, Noncommutative polynomials nonnegative on a variety intersect a convex set, A computational framework of gradient flows for general linear matrix equations, Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved, Cuts for mixed 0-1 conic programming, Distinguishing separable and entangled states, LFTB: an efficient algorithm to bound linear fractional transformations, Least-squares orthogonalization using semidefinite programming, Perturbation analysis of second-order cone programming problems, Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming, Learning mixtures of truncated basis functions from data, Advances in computational Lyapunov analysis using sum-of-squares programming, Bootstrapping the \(O\)(\(N\) ) vector models, On the relationship between the discrete and continuous bounding moment problems and their numerical solutions, Some applications of polynomial optimization in operations research and real-time decision making, Douglas-Rachford splitting method for semidefinite programming, Sufficient optimality conditions hold for almost all nonlinear semidefinite programs, Self-scaled bounds for atomic cone ranks: applications to nonnegative rank and cp-rank, An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results, Partial stabilizability and hidden convexity of indefinite LQ problem, Enhancement of genuine multipartite entanglement and purity of three qubits under decoherence via bang-bang pulses with finite period, Approximating the little Grothendieck problem over the orthogonal and unitary groups, Algorithmic aspects of sums of Hermitian squares of noncommutative polynomials, SDP reformulation for robust optimization problems based on nonconvex QP duality, A novel LMI-based optimization algorithm for the guaranteed estimation of the domain of attraction using rational Lyapunov functions, New semidefinite programming relaxations for box constrained quadratic program, Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity, Sufficient conditions for global optimality of semidefinite optimization, Robust international portfolio management, Stochastic nuclear outages semidefinite relaxations, Optimization under uncertainty with applications to design of truss structures, Semidefinite relaxations for non-convex quadratic mixed-integer programming, Finding the maximum eigenvalue of essentially nonnegative symmetric tensors via sum of squares programming, On some fundamental properties of structural topology optimization problems, A feasible directions method for nonsmooth convex optimization, Lower and upper bounds for the largest Lyapunov exponent of matrices, Distributed set-valued estimation in sensor networks with limited communication data rate, Nonlinear \(H_\infty\) feedback control with integrator for polynomial discrete-time systems, Computing the lowest equilibrium pose of a cable-suspended rigid body, Copositivity and constrained fractional quadratic problems, Discrete-time indefinite stochastic LQ control via SDP and LMI methods, A majorization-minimization approach to the sparse generalized eigenvalue problem, Gradient-type methods: a unified perspective in computer science and numerical analysis, Multi-way clustering and biclustering by the ratio cut and normalized cut in graphs, On zero duality gap in nonconvex quadratic programming problems, Optimal link removal for epidemic mitigation: A two-way partitioning approach, Optimality theorems for convex semidefinite vector optimization problems, Think co(mpletely)positive! Matrix properties, examples and a clustered bibliography on copositive optimization, Mixtures of truncated basis functions, Improved estimation of duality gap in binary quadratic programming using a weighted distance measure, Interior point methods 25 years later, Linear-quadratic switching control with switching cost, A quantum characterization of NP, Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets, A new semidefinite programming relaxation scheme for a class of quadratic matrix problems, A new necessary condition for Turing instabilities, Enhancing RLT-based relaxations for polynomial programming problems via a new class of \(v\)-semidefinite cuts, On duality gap in binary quadratic programming, Semi-supervised clustering with discriminative random fields, The space decomposition theory for a class of eigenvalue optimizations, An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming, Robust control of uncertain systems: classical results and recent developments, A statistical learning theory approach for uncertain linear and bilinear matrix inequalities, Dual semidefinite programs without duality gaps for a class of convex minimax programs, Maximum divert for planetary landing using convex optimization, A filter method for nonlinear semidefinite programming with global convergence, Truss topology optimization with discrete design variables by outer approximation, A certificate for semidefinite relaxations in computing positive-dimensional real radical ideals, Solution approaches for the stochastic capacitated traveling salesmen location problem with recourse, Path following in the exact penalty method of convex programming, A generalization of Löwner-John's ellipsoid theorem, A differentiable reformulation for E-optimal design of experiments in nonlinear dynamic biosystems, \( H_\infty\) control for networked systems with multiple packet dropouts, Smooth strongly convex interpolation and exact worst-case performance of first-order methods, Exactness criteria for SDP-relaxations of quadratic extremum problems, Determinantal representations and Bézoutians, Measurement uncertainty for finite quantum observables, A fast space-decomposition scheme for nonconvex eigenvalue optimization, Strong stationarity for optimization problems with complementarity constraints in absence of polyhedricity. With applications to optimization with semidefinite and second-order-cone complementarity constraints, Total variation reconstruction from quadratic measurements, Tightness of the maximum likelihood semidefinite relaxation for angular synchronization, A semidefinite programming study of the Elfving theorem, Estimation of (near) low-rank matrices with noise and high-dimensional scaling, Design of a multiple kernel learning algorithm for LS-SVM by convex programming, A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs, Angular synchronization by eigenvectors and semidefinite programming, Optimal and covariant single-copy LOCC transformation between two two-qubit states, Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones, Alternating direction augmented Lagrangian methods for semidefinite programming, An equivalency condition of nonsingularity in nonlinear semidefinite programming, Sparse approximation of functions using sums of exponentials and AAK theory, Correlated equilibria in continuous games: characterization and computation, Obtaining certificates for complete synchronisation of coupled oscillators, Waveform optimization for MIMO-STAP to improve the detection performance, Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation, Nonconvex quadratically constrained quadratic programming: Best D.C. Decompositions and their SDP representations, Location-aided routing with uncertainty in mobile ad hoc networks: a stochastic semidefinite programming approach, Primal and dual linear decision rules in stochastic and robust optimization, Generalized Benders' decomposition for topology optimization problems, A probabilistic model for bounded elasticity tensor random fields with application to polycrystalline microstructures, Exact certification in global polynomial optimization via sums-of-squares of rational functions with rational coefficients, An efficient algorithm for maximal margin clustering, Model decomposition and reduction tools for large-scale networks in systems biology, Stochastic second-order cone programming: applications models, A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis, Semi-definite relaxation algorithm of multiple knapsack problem, The bounded smooth reformulation and a trust region algorithm for semidefinite complementarity problems, Reflection-projection method for convex feasibility problems with an obtuse cone, Feasibility and solvability of Lyapunov-type linear programming over symmetric cones, A primal-dual interior point method for nonlinear semidefinite programming


Uses Software