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...

Full description

Saved in:

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
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Nanyang Technological University
Language:	English

id	sg-ntu-dr.10356-94308
record_format	dspace
spelling	sg-ntu-dr.10356-943082023-02-28T19:39:04Z Numerical block diagonalization of matrix - algebras with application to semidefinite programming Klerk, Etienne de. Dobre, Cristian. Pasechnik, Dmitrii V. School of Physical and Mathematical Sciences DRNTU::Science::Mathematics 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. Published version 2012-03-08T07:20:06Z 2019-12-06T18:53:55Z 2012-03-08T07:20:06Z 2019-12-06T18:53:55Z 2011 2011 Journal Article Klerk, E. d., Dobre, C. & Pasechnik D. V. (2011) Numerical block diagonalization of matrix -algebras with application to semidefinite programming. Mathematical programming, 129, 91-111. https://hdl.handle.net/10356/94308 http://hdl.handle.net/10220/7620 10.1007/s10107-011-0461-3 en Mathematical programming © 2011 The Author(s). 21 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Science::Mathematics
spellingShingle	DRNTU::Science::Mathematics Klerk, Etienne de. Dobre, Cristian. Pasechnik, Dmitrii V. Numerical block diagonalization of matrix - algebras with application to semidefinite programming
description	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.
author2	School of Physical and Mathematical Sciences
author_facet	School of Physical and Mathematical Sciences Klerk, Etienne de. Dobre, Cristian. Pasechnik, Dmitrii V.
format	Article
author	Klerk, Etienne de. Dobre, Cristian. Pasechnik, Dmitrii V.
author_sort	Klerk, Etienne de.
title	Numerical block diagonalization of matrix - algebras with application to semidefinite programming
title_short	Numerical block diagonalization of matrix - algebras with application to semidefinite programming
title_full	Numerical block diagonalization of matrix - algebras with application to semidefinite programming
title_fullStr	Numerical block diagonalization of matrix - algebras with application to semidefinite programming
title_full_unstemmed	Numerical block diagonalization of matrix - algebras with application to semidefinite programming
title_sort	numerical block diagonalization of matrix - algebras with application to semidefinite programming
publishDate	2012
url	https://hdl.handle.net/10356/94308 http://hdl.handle.net/10220/7620
_version_	1759855920028844032

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

Similar Items