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

DOI10.1016/j.cnsns.2008.07.005zbMath1221.90072OpenAlexW2023211170MaRDI QIDQ716749

Arnon Boneh, Jackie Van Ryzin, Shafiu Jibrin

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

zbMATH Keywords

linear matrix inequalitiessemidefinite programmingMonte Carlo methodredundancy

Mathematics Subject Classification ID

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

Uses Software

• QSDP
• COL

Cites Work

• Unnamed Item
• Unnamed Item
• Redundancy in mathematical programming. A state-of-the-art survey
• Constraint classification in mathematical programming
• The mathematics of eigenvalue optimization
• Hit-and-run algorithms for the identification of nonredundant linear inequalities
• The coupon-collector problem revisited — a survey of engineering problems and computational methods
• Probabilistic algorithms for extreme point identification
• Estimating the Prediction Function and the Number of Unseen Species in Sampling with Replacement
• Monte Carlo Algorithms for the Detection of Necessary Linear Matrix Inequality Constraints
• Semidefinite Programming
• Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization