Numerical block diagonalization of matrix - algebras with application to semidefinite programming

Numerical block diagonalization of matrix - algebras with application to semidefinite programming

Semidefinite programming (SDP) is one of the most active areas in mathematical programming, due to varied applications and the availability of interior point algorithms. In this paper we propose a newpre-processing technique for SDP insta...

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Bibliographic Details
Main Authors: Klerk, Etienne de., Dobre, Cristian., Pasechnik, Dmitrii V.
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2012
Subjects:
DRNTU::Science::Mathematics
Online Access:https://hdl.handle.net/10356/94308
http://hdl.handle.net/10220/7620
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Institution: Nanyang Technological University
Language: English
Description
Summary:Semidefinite programming (SDP) is one of the most active areas in mathematical programming, due to varied applications and the availability of interior point algorithms. In this paper we propose a newpre-processing technique for SDP instances that exhibit algebraic symmetry. We present computational results to show that the solution times of certain SDP instances may be greatly reduced via the new approach.

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