On polyhedral and second-order cone decompositions of semidefinite optimization problems
Year of publication: |
2020
|
---|---|
Authors: | Bertsimas, Dimitris ; Cory-Wright, Ryan |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 1, p. 78-85
|
Subject: | Cutting plane | Nuclear norm | Semidefinite optimization | Sparse PCA | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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