SDPT3

swMATH4009MaRDI QIDQ16199FDOQ16199

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Described by source

• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3

Cited In (only showing first 100 items - show all)

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• Primal recovery from consensus-based dual decomposition for distributed convex optimization
• An alternating direction method with continuation for nonconvex low rank minimization
• Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools
• Advances in computational Lyapunov analysis using sum-of-squares programming
• Polynomial optimization with applications to stability analysis and control -- alternatives to sum of squares
• ``Virus hunting using radial distance weighted discrimination
• A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
• Generalized Gauss inequalities via semidefinite programming
• Integrated inventory control and facility location decisions in a multi-echelon supply chain network with hubs
• Minimizing the sum of many rational functions
• An implementable proximal point algorithmic framework for nuclear norm minimization
• Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
• Improved row-by-row method for binary quadratic optimization problems
• A fast nonlinear control method for linear systems with input saturation
• Fixed point and Bregman iterative methods for matrix rank minimization
• LFTB: an efficient algorithm to bound linear fractional transformations
• Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
• An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
• A smoothing Newton method for the second-order cone complementarity problem.
• A Scalable Engineering Combination Therapies for Evolutionary Dynamic of Macrophages
• Variations and extension of the convex-concave procedure
• Discussion: Latent variable graphical model selection via convex optimization
• Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
• NCSOStools: a computer algebra system for symbolic and numerical computation with noncommutative polynomials
• Exploiting group symmetry in semidefinite programming relaxations of the quadratic assignment problem
• Exploiting equalities in polynomial programming
• Rejoinder: Latent variable graphical model selection via convex optimization
• Algorithm 925
• Exploiting special structure in semidefinite programming: a survey of theory and applications
• Discussion: Latent variable graphical model selection via convex optimization
• On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
• Exact matrix completion via convex optimization
• An accelerated proximal gradient algorithm for nuclear norm regularized linear least squares problems
• Graph implementations for nonsmooth convex programs
• Applications of semidefinite programming
• An alternating direction method for linear-constrained matrix nuclear norm minimization.
• A Singular Value Thresholding Algorithm for Matrix Completion
• On interior-point warmstarts for linear and combinatorial optimization
• Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
• CSDP, A C library for semidefinite programming
• PENNON: A code for convex nonlinear and semidefinite programming
• Sdpha: a Matlab implementation of homogeneous interior-point algorithms for semidefinite programming
• SDPLIB 1.2, a library of semidefinite programming test problems
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Efficient algorithms for the smallest enclosing ball problem
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Alternating direction method for covariance selection models
• Parameter Selection and Preconditioning for a Graph Form Solver
• FOM – a MATLAB toolbox of first-order methods for solving convex optimization problems
• SDPNAL+: A Matlab software for semidefinite programming with bound constraints (version 1.0)
• Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems
• The density of sets avoiding distance 1 in Euclidean space
• Title not available (Why is that?)
• Algorithm 996
• CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
• CVXGEN: a code generator for embedded convex optimization
• Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination
• Solving semidefinite-quadratic-linear programs using SDPT3
• An ADMM-based interior-point method for large-scale linear programming
• Phase retrieval for imaging problems
• Outlier detection and least trimmed squares approximation using semi-definite programming
• Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
• Constructing Risk Measures from Uncertainty Sets
• Reduced rank ridge regression and its kernel extensions
• Conic optimization via operator splitting and homogeneous self-dual embedding
• Verification methods: rigorous results using floating-point arithmetic
• Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
• A first-order block-decomposition method for solving two-easy-block structured semidefinite programs
• Rigorous Error Bounds for the Optimal Value in Semidefinite Programming
• Latent variable graphical model selection via convex optimization
• A Robust Optimization Perspective on Stochastic Programming
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• Smoothing proximal gradient method for general structured sparse regression
• A non-interior continuation method for second-order cone programming
• Optimal selection of reduced rank estimators of high-dimensional matrices
• Approximation algorithms for homogeneous polynomial optimization with quadratic constraints
• Disciplined convex programming
• Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression
• SDPTools: a high precision SDP solver in \texttt{Maple}
• Sparse-BSOS: a bounded degree SOS hierarchy for large scale polynomial optimization with sparsity
• An SDP-based divide-and-conquer algorithm for large-scale noisy anchor-free graph realization
• ADMM for the SDP relaxation of the QAP
• Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone
• Identifying a Set of Key Members in Social Networks Using SDP-Based Stochastic Search and Integer Programming Algorithms
• Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
• Solving PhaseLift by Low-Rank Riemannian Optimization Methods for Complex Semidefinite Constraints
• The MIN-cut and vertex separator problem
• Approximating the maximum size of a \(k\)-regular induced subgraph by an upper bound on the co-\(k\)-plex number
• Eigenvalue, quadratic programming, and semidefinite programming relaxations for a cut minimization problem
• An equivalency condition of nonsingularity in nonlinear semidefinite programming
• A fast design algorithm for elliptic-error and phase-error constrained LS 2-D FIR filters
• New algorithms for \(k\)-center and extensions
• A method for weighted projections to the positive definite cone
• A successive SDP-NSDP approach to a robust optimization problem in finance
• A semidefinite programming study of the Elfving theorem
• Robust two-stage stochastic linear optimization with risk aversion
• Fitting enclosing cylinders to data in \(\mathbb R^n\)
• Algorithm 875

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