Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion
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Publication:717129
DOI10.1007/S10107-010-0402-6zbMATH Open1229.90116OpenAlexW2030686911MaRDI QIDQ717129FDOQ717129
Authors: Sunyoung Kim, Martin Mevissen, Makoto Yamashita, Masakazu Kojima 
Publication date: 27 September 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-010-0402-6
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sparsitypolynomial optimizationmatrix inequalitieschordal graphsemidefinite programpositive semidefinite matrix completion
Numerical mathematical programming methods (65K05) Computational methods for sparse matrices (65F50) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Semidefinite programming (90C22)
Cites Work
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Global optimization with polynomials and the problem of moments
- Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
- Convergent SDP‐Relaxations in Polynomial Optimization with Sparsity
- Positive definite completions of partial Hermitian matrices
- A note on sparse SOS and SDP relaxations for polynomial optimization problems over symmetric cones
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- Algorithm 920: SFSDP: a sparse version of full semidefinite programming relaxation for sensor network localization problems
- Positive semidefinite matrices with a given sparsity pattern
- An extension of sums of squares relaxations to polynomial optimization problems over symmetric cones
- Title not available (Why is that?)
- Exploiting Sparsity in SDP Relaxation for Sensor Network Localization
- Convergent Relaxations of Polynomial Matrix Inequalities and Static Output Feedback
- Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
- Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
- Solving partial differential equations via sparse SDP relaxations
Cited In (31)
- Finding low-rank solutions of sparse linear matrix inequalities using convex optimization
- A dual spectral projected gradient method for log-determinant semidefinite problems
- Chordal decomposition in operator-splitting methods for sparse semidefinite programs
- Bounds on heat transfer for Bénard-Marangoni convection at infinite Prandtl number
- Exploiting sparsity in SDP relaxation of polynomial optimization problems
- A direct proof for the matrix decomposition of chordal-structured positive semidefinite matrices
- Exact SDP relaxations of quadratically constrained quadratic programs with forest structures
- Sparse PSD approximation of the PSD cone
- An iterative scheme for valid polynomial inequality generation in binary polynomial programming
- On the conditions for the finite termination of ADMM and its applications to SOS polynomials feasibility problems
- Recognizing underlying sparsity in optimization
- Decomposition of arrow type positive semidefinite matrices with application to topology optimization
- Semidefinite programming relaxation methods for global optimization problems with sparse polynomials and unbounded semialgebraic feasible sets
- Power transmission network expansion planning: a semidefinite programming branch-and-bound approach
- Enclosing ellipsoids and elliptic cylinders of semialgebraic sets and their application to error bounds in polynomial optimization
- A survey on conic relaxations of optimal power flow problem
- On the Fukaya category of a Fano hypersurface in projective space
- A graphic structure based branch-and-bound algorithm for complex quadratic optimization and applications to magnitude least-square problem
- Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion
- On the minimum chordal completion polytope
- Distributed consensus-based solver for semi-definite programming: an optimization viewpoint
- Exploiting sparsity for the min \(k\)-partition problem
- Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems
- Bregman primal-dual first-order method and application to sparse semidefinite programming
- Sum-of-squares chordal decomposition of polynomial matrix inequalities
- Loraine – an interior-point solver for low-rank semidefinite programming
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- Sparse quasi-Newton updates with positive definite matrix completion
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- A new algorithm for positive semidefinite matrix completion
- A preconditioned iterative interior point approach to the conic bundle subproblem
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