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

DOI10.1016/J.CNSNS.2008.07.005MaRDI QIDQ716749zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

semidefinite programminglinear matrix inequalitiesMonte Carlo methodredundancy

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• scientific article; zbMATH DE number 1163814 (Why is no real title available?)
• Constraint classification in mathematical programming
• Estimating the Prediction Function and the Number of Unseen Species in Sampling with Replacement
• Hit-and-run algorithms for the identification of nonredundant linear inequalities
• Monte Carlo Algorithms for the Detection of Necessary Linear Matrix Inequality Constraints
• Probabilistic algorithms for extreme point identification
• Redundancy in mathematical programming. A state-of-the-art survey
• Semidefinite Programming
• Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
• The coupon-collector problem revisited — a survey of engineering problems and computational methods
• The mathematics of eigenvalue optimization

Cited in

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

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Uses Software

• COL
• QSDP

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