Low-Rank Semidefinite Programming: Theory and Applications
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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.
Format:Paperback
Language:English
ISBN:1680831364
ISBN13:9781680831368
Release Date:August 2016
Publisher:Now Publishers
Length:180 Pages
Weight:0.57 lbs.
Dimensions:0.4" x 6.1" x 9.2"
Related Subjects
Computers Computers & Technology Engineering Math Mathematics Science & Math TechnologyCustomer Reviews
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