登入選單
返回Google圖書搜尋
Low-Rank Semidefinite Programming
Alex LemonAnthony Man-Cho SoYinyu Ye
其他書名
Theory and Applications
出版Now Publishers, 2016-05-04
主題Computers / Computer ScienceMathematics / OptimizationTechnology & Engineering / Electrical
ISBN16808313649781680831368
URLhttp://books.google.com.hk/books?id=zheoDAEACAAJ&hl=&source=gbs_api
註釋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.