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Low-Rank Semidefinite Programming: Theory and Applications
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.
Book Details
- Publisher: Now Publishers
- Publish Date: Aug 4th, 2016
- Pages: 180
- Language: English
- Edition: undefined - undefined
- Dimensions: 9.21in - 6.14in - 0.38in - 0.57lb
- EAN: 9781680831368
- Categories: • Computer Science• Optimization• Electrical
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