Results 171 to 180 of about 836,294 (206)

Semidefinite programming and combinatorial optimization

Mathematical Programming, 1997
We discuss the use of semidefinite programming for combinatorial optimization problems. The main topics covered include (i) the Lovász theta function and its applications to stable sets, perfect graphs, and coding theory, (ii) the automatic generation of strong valid inequalities, (iii) the maximum cut problem and related problems, and (iv) the ...
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The Volumetric Barrier for Semidefinite Programming

Mathematics of Operations Research, 2000
We consider the volumetric barrier for semidefinite programming, or “generalized” volumetric barrier, as introduced by Nesterov and Nemirovskii. We extend several fundamental properties of the volumetric barrier for a polyhedral set to the semidefinite case.
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Uncertainty propagation with Semidefinite Programming

2015 54th IEEE Conference on Decision and Control (CDC), 2015
This paper outlines an optimization-based method to estimate the reach set of a system while acknowledging unknown-but-bounded input and parametric uncertainty in the underlying dynamical model. The approach is grounded in a second-order Taylor-series expansion of the system's state variables along the solution trajectories as a function of the ...
Hyungjin Choi, Peter J. Seiler, Sairaj V. Dhople   +2 more
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A sensitivity result for semidefinite programs

Operations Research Letters, 2004
The authors consider the perturbation of solutions of linear semidefinite problems subjected to small changes of the data. A self-contained proof of the differentiability of unique and strictly complementary solutions is given. Furthermore a new characterization of the derivatives of the solution map as solutions of a nonsingular system of linear ...
Roland W. Freund, Florian Jarre
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Semidefinite programming

Mathematical Programming, 1997
Overton, Michael L, Wolkowicz, Henry
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Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices

SIAM Journal on Optimization, 2003
Summary: We build upon the work of \textit{M. Fukuda} et al. [SIAM J. Optim. 11, 647--674 (2001; Zbl 1010.90053)] and \textit{K. Nakata} et al. [Math. Program. 95, No. 2(B), 303--327 (2003; Zbl 1030.90081)], in which the theory of partial positive semidefinite matrices was applied to the semidefinite programming (SDP) problem as a technique for ...
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Semidefinite Programming

2016
Diese Masterarbeit beschäftigt sich mit dem Thema der semidefiniten Programmierung und ihrer Anwendung im Bereich der Finanzwirtschaft. Es werden die theoretischen Grundlagen der semidefiniten Programmierung und darauf aufbauende Algorithmen vorgestellt. Danach werden verschiedene Anwendungen in der Finanzwirtschaft diskutiert.
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Optimality Conditions in Semidefinite Programming

Numerical Functional Analysis and Optimization, 2014
Semidefinite positiveness of operators on Euclidean spaces is characterized. Using this characterization, we compute in a direct way the first-order and second-order tangent sets to the cone of semidefinite positive operators on such a space. These characterizations are useful for optimality conditions in semidefinite programming.
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Embedding methods for semidefinite programming

Optimization Methods and Software, 2012
This paper is devoted to the study of embedding methods for semidefinite programming problems using the duals formulated by Ramana, Tuncel, and Wolkowicz in 1997. Specifically, if we solve a semidefinite programming problem PD in either standard primal or dual form, a dual problem of PD, which guarantees strong duality i.e.
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Semidefinite programming

2023
Paul Skrzypczyk, Daniel Cavalcanti
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