Showing 1 - 7 of 7
The paper considers nonconvex quadratic semidefinite problems. This class arises, for instance, as subproblems in the sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the concept of self-concordance to problems that...
Persistent link: https://www.econbiz.de/10010847656
The stable-set problem is an NP-hard problem that arises in numerous areas such as social networking, electrical engineering, environmental forest planning, bioinformatics clustering and prediction, and computational chemistry. While some relaxations provide high-quality bounds, they result in...
Persistent link: https://www.econbiz.de/10010847676
In this paper we present penalty and barrier methods for solving general convex semidefinite programming problems. More precisely, the constraint set is described by a convex operator that takes its values in the cone of negative semidefinite symmetric matrices. This class of methods is an...
Persistent link: https://www.econbiz.de/10010847728
This paper is concerned with the analysis and comparison of semidefinite programming (SDP) relaxations for the satisfiability (SAT) problem. Our presentation is focussed on the special case of 3-SAT, but the ideas presented can in principle be extended to any instance of SAT specified by a set...
Persistent link: https://www.econbiz.de/10010847851
In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is only partially identifiable, and point estimation requires...
Persistent link: https://www.econbiz.de/10010848017
It is not straightforward to find a new feasible solution when several conic constraints are added to a conic optimization problem. Examples of conic constraints include semidefinite constraints and second order cone constraints. In this paper, a method to slightly modify the constraints is...
Persistent link: https://www.econbiz.de/10010759124
In this paper, we propose a second-order corrector interior-point algorithm for semidefinite programming (SDP). This algorithm is based on the wide neighborhood. The complexity bound is $${O(\sqrt{n}L)}$$ for the Nesterov-Todd direction, which coincides with the best known complexity results for...
Persistent link: https://www.econbiz.de/10010759596