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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.
| Autorius: | Alex Lemon, Anthony Man-Cho So, Yinyu Ye, |
| Leidėjas: | Now Publishers Inc |
| Išleidimo metai: | 2016 |
| Knygos puslapių skaičius: | 180 |
| ISBN-10: | 1680831364 |
| ISBN-13: | 9781680831368 |
| Formatas: | 234 x 156 x 10 mm. Knyga minkštu viršeliu |
| Kalba: | Anglų |
Parašykite atsiliepimą apie „Low-Rank Semidefinite Programming: Theory and Applications“
