Semidefinite diagonal directions Monte Carlo algorithms for detecting necessary linear matrix inequality constraints

DOI10.1016/J.CNSNS.2008.07.005zbMATH Open1221.90072OpenAlexW2023211170MaRDI QIDQ716749FDOQ716749

Authors: Shafiu Jibrin, Arnon Boneh, Jackie Van Ryzin 

Publication date: 30 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2008.07.005

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zbMATH Keywords

semidefinite programminglinear matrix inequalitiesMonte Carlo methodredundancy

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Semidefinite programming (90C22) Semi-infinite programming (90C34)

Cites Work

• Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
• Semidefinite Programming
• The mathematics of eigenvalue optimization
• The coupon-collector problem revisited — a survey of engineering problems and computational methods
• Title not available (Why is that?)
• Redundancy in mathematical programming. A state-of-the-art survey
• Constraint classification in mathematical programming
• Hit-and-run algorithms for the identification of nonredundant linear inequalities
• Probabilistic algorithms for extreme point identification
• Estimating the Prediction Function and the Number of Unseen Species in Sampling with Replacement
• Title not available (Why is that?)
• Monte Carlo Algorithms for the Detection of Necessary Linear Matrix Inequality Constraints

Cited In (1)

• Hit-and-run algorithms for feasibility and detection of necessary linear matrix inequality constraints

Uses Software

• QSDP
• COL

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