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Wir sind gerne für Sie daFinding 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.
Produkteigenschaften
- Artikelnummer: 9781680831368
- Medium: Buch
- ISBN: 978-1-68083-136-8
- Verlag: Now Publishers
- Erscheinungstermin: 04.08.2016
- Sprache(n): Englisch
- Auflage: 1. Auflage 2016
- Serie: Foundations and Trends® in Optimization
- Produktform: Kartoniert
- Seiten: 178
- Format (B x H): 156 x 234 mm
- Ausgabetyp: Kein, Unbekannt