Semidefinite Programming
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(only showing first 100 items - show all)- Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
- Block-diagonal semidefinite programming hierarchies for 0/1 programming
- Interval predictor models: identification and reliability
- Duality gap of the conic convex constrained optimization problems in normed spaces
- A new primal-dual path-following interior-point algorithm for semidefinite optimization
- A nonlinear optimization methodology for VLSI fixed-outline floorplanning
- Performance bounds for linear stochastic control
- Minimization of the effect of noisy measurements on localization of multi-agent autonomous formations
- Numerical approaches for collaborative data processing
- Semidefinite characterization and computation of zero-dimensional real radical ideals
- Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming
- Polynomial chaos representation of spatio-temporal random fields from experimental measurements
- A generalized flat extension theorem for moment matrices
- Exploiting special structure in semidefinite programming: a survey of theory and applications
- On filter-successive linearization methods for nonlinear semidefinite programming
- Large margin nearest local mean classifier
- Learning mixtures of truncated basis functions from data
- Applications of second-order cone programming
- Superlinear convergence of interior-point algorithms for semidefinite programming
- An object-oriented approach to semidefinite programming
- Linear programming with positive semi-definite matrices
- Robust stability and performance analysis of uncertain systems using linear matrix inequalities
- Projection and contraction methods for semidefinite programming
- On parametric semidefinite programming
- Primal-dual potential reduction methods for semidefinite programming using affine-scaling directions
- Polynomial primal-dual cone affine scaling for semidefinite programming
- Symmetric primal-dual path-following algorithms for semidefinite programming
- Applications of semidefinite programming
- A dynamical systems analysis of semidefinite programming with application to quadratic optimization with pure quadratic equality constraints
- A long-step primal-dual path-following method for semidefinite programming
- Inverse scattering experiments, structured matrix inequalities, and tensor algebra
- Inversion error, condition number, and approximate inverses of uncertain matrices
- Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming
- Parameter estimation for moving averages with positive innovations
- Potential-reduction methods in mathematical programming
- \(H_ \infty\) control for descriptor systems: A matrix inequalities approach
- Initialization in semidefinite programming via a self-dual skew-symmetric embedding
- Semidefinite programming in combinatorial optimization
- Eigenvalue multiplicity estimate in semidefinite programming
- Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
- First- and second-order methods for semidefinite programming
- Elliptic and hyperbolic quadratic eigenvalue problems and associated distance problems.
- Spectral methods for graph bisection problems.
- Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- Semidefinite programming and matrix scaling over the semidefinite cone.
- Best ellipsoidal relaxation to solve a nonconvex problem.
- Specialized fast algorithms for IQC feasibility and optimization problems.
- Indefinite stochastic LQ control with cross term via semidefinite programming
- Multiobjective duality for convex semidefinite programming problems
- Convex analysis on Cartan subspaces.
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
- On weighted centers for semidefinite programming
- Conditioning of semidefinite programs
- Interior-point methods
- Aspects of semidefinite programming. Interior point algorithms and selected applications
- Nonnegative minimum biased quadratic estimation in mixed linear models
- Semidefinite programming
- Robust one-step receding horizon control of discrete-time Markovian jump uncertain systems
- Certifying numerical estimates of spectral gaps
- Constraint consensus methods for finding strictly feasible points of linear matrix inequalities
- Nonlinear state feedback control for a class of polynomial nonlinear discrete-time systems with norm-bounded uncertainties: an integrator approach
- An algorithm based on semidefinite programming for finding minimax optimal designs
- Nested nonnegative cone analysis
- Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
- Fast prediction with sparse multikernel LS-SVR using multiple relevant time series and its application in avionics system
- The matching problem has no small symmetric SDP
- Optimizing area under the ROC curve using semi-supervised learning
- Foundational contributions of K. Asai and H. Tanaka to fuzzy optimization
- On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices
- UTA-poly and UTA-splines: additive value functions with polynomial marginals
- A unified approach to operator monotone functions
- A new branch-and-bound approach to semi-supervised support vector machine
- Adaptive grid semidefinite programming for finding optimal designs
- Robust fitting of ellipsoids by separating interior and exterior points during optimization
- Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization
- Approximate optimality and approximate duality for quasi approximate solutions in robust convex semidefinite programs
- Testing local-realism and macro-realism under generalized dichotomic measurements
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
- A novel neural network for solving semidefinite programming problems with some applications
- The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem
- Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods
- On equivalence of major relaxation methods for minimum ellipsoid covering intersection of ellipsoids
- Statistical inference of semidefinite programming
- Einstein-Podolsky-Rosen steering and quantum phase transition in spin chains
- Livsic-type determinantal representations and hyperbolicity
- A variant of the dual simplex method for a linear semidefinite programming problem
- A semidefinite programming method for integer convex quadratic minimization
- Visualizing network communities with a semi-definite programming method
- Random Laplacian matrices and convex relaxations
- A linear complementarity based characterization of the weighted independence number and the independent domination number in graphs
- Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint
- The Russell measure model: computational aspects, duality, and profit efficiency
- An interior point method for solving semidefinite programs using cutting planes and weighted analytic centers
- Uncertain convex programs: randomized solutions and confidence levels
- On self-regular IPMs (with comments and rejoinder)
- Discretization method for semi-definite programming
- A new proof of the strong duality theorem for semidefinite programming
- A unified class of directly solvable semidefinite programming problems
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