Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints
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Publication:5060505
DOI10.1287/opre.2021.2182OpenAlexW3087951279WikidataQ120689882 ScholiaQ120689882MaRDI QIDQ5060505
Ryan Cory-Wright, Jean Pauphilet, Dimitris J. Bertsimas
Publication date: 10 January 2023
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.10395
global optimizationregularizationmatrix completionouter approximationsemidefinite optimizationdiscrete optimizationnuclear normrank minimizationperspective relaxation
Semidefinite programming (90C22) Integer programming (90C10) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)
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