Low-Rank Semidefinite Programming : Theory and Applications Paperback / softback
by Alex Lemon, Anthony Man-Cho So, Yinyu Ye
Part of the Foundations and Trends (R) in Optimization series
Paperback / softback
Description
Finding low-rank solutions of semidefinite programs is important in many applications.
For example, semidefinite programs that arise as relaxations of polynomial optimization problems are exact relaxations when the semidefinite program has a rank-1 solution.
Unfortunately, computing a minimum-rank solution of a semidefinite program is an NP-hard problem. This monograph reviews the theory of low-rank semidefinite programming, presenting theorems that guarantee the existence of a low-rank solution, heuristics for computing low-rank solutions, and algorithms for finding low-rank approximate solutions.
It then presents applications of the theory to trust-region problems and signal processing.
Information
-
Item not Available
- Format:Paperback / softback
- Pages:180 pages
- Publisher:now publishers Inc
- Publication Date:04/08/2016
- Category:
- ISBN:9781680831368
Information
-
Item not Available
- Format:Paperback / softback
- Pages:180 pages
- Publisher:now publishers Inc
- Publication Date:04/08/2016
- Category:
- ISBN:9781680831368