Random projections for quadratic programs

DOI10.1007/S10107-020-01517-XMaRDI QIDQ2196316zbMATH OpenOpenAlexFDO

Authors Claudia D'Ambrosio, Leo Liberti, Pierre-Louis Poirion, K. H. Vu

Publication date 28 August 2020

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-020-01517-x

zbMATH Keywords

nonlinear programmingpolynomial optimizationapproximationlarge-scale optimizationJohnson-Lindenstrauss lemma

Mathematics Subject Classification ID

Quadratic programming (90C20) Random matrices (probabilistic aspects) (60B20)

Recommendations

• Random projections for quadratic programs over a Euclidean ball
• Random projections for conic programs
• Random projections for linear programming
• Random projections of linear and semidefinite problems with linear inequalities
• Solving LP using random projections

Cites work

• scientific article; zbMATH DE number 1775450 (Why is no real title available?)
• scientific article; zbMATH DE number 2109363 (Why is no real title available?)
• A survey of quadratic programming applications to business and economics
• Approximate nearest neighbors and the fast Johnson-Lindenstrauss transform
• Barvinok's naive algorithm in distance geometry
• Database-friendly random projections: Johnson-Lindenstrauss with binary coins.
• Duality in quadratic programming
• Extensions of Lipschitz mappings into a Hilbert space
• Gaussian random projections for Euclidean membership problems
• High-dimensional probability. An introduction with applications in data science
• Nearest-neighbor-preserving embeddings
• Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence
• Quadratic programming is in NP
• Quantile regression for large-scale applications
• Random polytopes: Their definition, generation and aggregate properties
• Random projections for linear programming
• Random projections for quadratic programs over a Euclidean ball
• Randomized Sketches of Convex Programs With Sharp Guarantees
• Sparser Johnson-Lindenstrauss transforms
• The Johnson-Lindenstrauss Transform: An Empirical Study

Cited in

(17)

• Random projections for linear programming
• Random projections for conic programs
• Random projections for linear programming: an improved retrieval phase
• Side-constrained minimum sum-of-squares clustering: mathematical programming and random projections
• Randomized algorithms for the separation of point sets and for solving quadratic programs
• scientific article; zbMATH DE number 4087432 (Why is no real title available?)
• Random projections of linear and semidefinite problems with linear inequalities
• Convexification with bounded gap for randomly projected quadratic optimization
• Stable probability of reduced matrix obtained by Gaussian random projection
• Random projections for semidefinite programming
• Random projections for quadratic programs over a Euclidean ball
• Randomly Generated Test Problems for Positive Definite Quadratic Programming
• Sparse sub-Gaussian random projections for semidefinite programming relaxations
• Solving LP using random projections
• scientific article; zbMATH DE number 1857652 (Why is no real title available?)
• New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions
• Random projections for the nonnegative least-squares problem

Describes a project that uses

Uses Software

• CPLEX

This page was built for publication: Random projections for quadratic programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2196316)