Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion
From MaRDI portal
(Redirected from Publication:717129)
Recommendations
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
- Recognizing underlying sparsity in optimization
- Sum-of-squares chordal decomposition of polynomial matrix inequalities
- Exploiting structured sparsity in large scale semidefinite programming problems
Cites work
- scientific article; zbMATH DE number 554762 (Why is no real title available?)
- A note on sparse SOS and SDP relaxations for polynomial optimization problems over symmetric cones
- Algorithm 920: SFSDP: a sparse version of full semidefinite programming relaxation for sensor network localization problems
- An extension of sums of squares relaxations to polynomial optimization problems over symmetric cones
- Convergent Relaxations of Polynomial Matrix Inequalities and Static Output Feedback
- Convergent SDP‐Relaxations in Polynomial Optimization with Sparsity
- Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
- Exploiting Sparsity in SDP Relaxation for Sensor Network Localization
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
- Global optimization with polynomials and the problem of moments
- Positive definite completions of partial Hermitian matrices
- Positive semidefinite matrices with a given sparsity pattern
- Solving partial differential equations via sparse SDP relaxations
- Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
Cited in
(31)- A dual spectral projected gradient method for log-determinant semidefinite problems
- A preconditioned iterative interior point approach to the conic bundle subproblem
- Finding low-rank solutions of sparse linear matrix inequalities using convex optimization
- 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
- Recognizing underlying sparsity in optimization
- On the conditions for the finite termination of ADMM and its applications to SOS polynomials feasibility problems
- 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
- Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion
- A graphic structure based branch-and-bound algorithm for complex quadratic optimization and applications to magnitude least-square problem
- Distributed consensus-based solver for semi-definite programming: an optimization viewpoint
- On the minimum chordal completion polytope
- 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
- Sparse quasi-Newton updates with positive definite matrix completion
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- Loraine – an interior-point solver for low-rank semidefinite programming
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- A new algorithm for positive semidefinite matrix completion
This page was built for publication: Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q717129)