Semi-Definite Matrix Constraints in Optimization
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(56)- Extremal problems on the set of nonnegative definite matrices
- Computing a nearest symmetric positive semidefinite matrix
- On the need for special purpose algorithms for minimax eigenvalue problems
- The embedding problem for predistance matrices
- When is the greatest eigenvalue of a parametrized symmetric matrix a convex function of the parameter?
- Method of centers for minimizing generalized eigenvalues
- A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
- Mixed method for solving the general convex programming problem
- Sensitivity analysis of the largest dependent eigenvalue functions of eigensystems
- Hybrid methods for solving the educational testing problem
- Sensitivity analysis of the gratest eigenvalue of a symmetric matrix via the \(\epsilon\)-subdifferential of the associated convex quadratic form
- An optimization problem on subsets of the symmetric positive-semidefinite matrices
- Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
- A sparse nonlinear optimization algorithm
- On minimizing the largest eigenvalue of a symmetric matrix
- Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
- Uniqueness of the solutions of some completion problems
- On a positive semidefinite relaxation of the cut polytope
- Positive definite constrained least-squares estimation of matrices
- Some geometric results in semidefinite programming
- A primal-dual potential reduction method for problems involving matrix inequalities
- SpeeDP: an algorithm to compute SDP bounds for very large max-cut instances
- The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications
- A space decomposition scheme for maximum eigenvalue functions and its applications
- Second-order nonsmooth optimization for \(H_{\infty}\) synthesis
- An improved general extra-gradient method with refined step size for nonlinear monotone variational inequalities
- Contracting optimally an interval matrix without loosing any positive semi-definite matrix is a tractable problem
- A nonlinear SDP approach to fixed-order controller synthesis and comparison with two other methods applied to an active suspension system
- Error bounds for eigenvalue and semidefinite matrix inequality systems
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- Computing the nearest diagonally dominant matrix
- Optimality conditions in semidefinite programming
- The spectral bundle method with second-order information
- A linear model for production management-optimal solving policies
- A second-order bundle method based on \(\mathcal{UV}\)-decomposition strategy for a special class of eigenvalue optimizations
- On conjugate functions, subgradients, and directional derivatives of a class of optimality criteria in experimental design
- A new decomposition method for variational inequalities with linear constraints
- The educational testing problem revisited
- Does optimality imply ill-posedness? some remarks about certain min-max optimization problems
- \(LDL^T\) direction interior point method for semidefinite programming
- First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
- Sensitivity analysis of nondifferentiable sums of singular values of rectangular matrices
- Computation of the distance to semi-algebraic sets
- Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems
- Global convergence of the alternating projection method for the max-cut relaxation problem
- Condition number minimization in Euclidean Jordan algebras
- A fast space-decomposition scheme for nonconvex eigenvalue optimization
- Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
- Concrete minimal 3 3 Hermitian matrices and some general cases
- An inexact spectral bundle method for convex quadratic semidefinite programming
- Minimal compact operators, subdifferential of the maximum eigenvalue and semi-definite programming
- Semidefinite diagonal directions Monte Carlo algorithms for detecting necessary linear matrix inequality constraints
- On duality for Boolean programming
- Solving large-scale semidefinite programs in parallel
- Semidefinite programming for the educational testing problem
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