On the Facial Structure of the Set of Correlation Matrices

DOI10.1137/0617031MaRDI QIDQ4891696zbMATH OpenOpenAlexFDO

Authors Svatopluk Poljak, Monique Laurent

Publication date 4 February 1997

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a32afe17d21fc6ad6cbd4fc97907d03213b8f9fb

zbMATH Keywords

correlation matricesfacial structurenumerical examplespolyhedral facespectrum of face dimensions

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Combinatorial optimization (90C27)

Recommendations

• Simplicial faces of the set of correlation matrices
• Extremal correlation matrices
• Correlation polytopes: Their geometry and complexity
• A note on infinite extreme correlation matrices
• On extremal correlations

Cited in

(28)

• Solving quadratic (0,1)-problems by semidefinite programs and cutting planes
• Null spaces of correlation matrices
• Strengthened semidefinite relaxations via a second lifting for the Max-Cut problem
• Simplicial faces of the set of correlation matrices
• Extreme points of Gram spectrahedra of binary forms
• Polyhedral faces in Gram spectrahedra of binary forms
• Valid inequalities for quadratic optimisation with domain constraints
• Exact recovery in the Ising blockmodel
• Determinantal sampling designs
• Conditionally bi-free independence for pairs of faces
• Exploring the relationship between max-cut and stable set relaxations
• Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
• Deciding polyhedrality of spectrahedra
• The data singular and the data isotropic loci for affine cones
• Binary Positive Semidefinite Matrices and Associated Integer Polytopes
• A polyhedral approach to the single row facility layout problem
• Gap inequalities for non-convex mixed-integer quadratic programs
• Complexity results for the gap inequalities for the max-cut problem
• scientific article; zbMATH DE number 6860781 (Why is no real title available?)
• Diagonal and low-rank matrix decompositions, correlation matrices, and ellipsoid fitting
• Binary component decomposition. I: The positive-semidefinite case
• Nonlinear formulations and improved randomized approximation algorithms for multicut problems
• scientific article; zbMATH DE number 7203494 (Why is no real title available?)
• Strict complementarity in semidefinite optimization with elliptopes including the maxcut SDP
• The real positive semidefinite completion problem for series-parallel graphs
• Symmetric matrices, Catalan paths, and correlations
• Forbidden minor characterizations for low-rank optimal solutions to semidefinite programs over the elliptope
• Efficient rank reduction of correlation matrices

This page was built for publication: On the Facial Structure of the Set of Correlation Matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4891696)