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Numerical block diagonalization of matrix - algebras with application to semidefinite programming.

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Numerical block diagonalization of matrix - algebras with application to semidefinite programming.

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Title: Numerical block diagonalization of matrix - algebras with application to semidefinite programming.
Author: Klerk, Etienne de.; Dobre, Cristian.; Pasechnik, Dmitrii V.
Copyright year: 2011
Abstract: Semidefinite programming (SDP) is one of the most active areas in mathematical programming, due to varied applications and the availability of interior point algorithms. In this paper we propose a newpre-processing technique for SDP instances that exhibit algebraic symmetry. We present computational results to show that the solution times of certain SDP instances may be greatly reduced via the new approach.
Subject: DRNTU::Science::Mathematics.
Type: Journal Article
Series/ Journal Title: Mathematical programming
School: School of Physical and Mathematical Sciences
Rights: © 2011 The Author(s).
Version: Published version

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