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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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dc.contributor.author Klerk, Etienne de.
dc.contributor.author Dobre, Cristian.
dc.contributor.author Pasechnik, Dmitrii V.
dc.date.accessioned 2012-03-08T07:20:06Z
dc.date.available 2012-03-08T07:20:06Z
dc.date.copyright 2011
dc.date.issued 2012-03-08
dc.identifier.citation Klerk, E. d., Dobre, C. & Pasechnik D. V. (2011) Numerical block diagonalization of matrix -algebras with application to semidefinite programming. Mathematical programming, 129, 91-111.
dc.identifier.uri http://hdl.handle.net/10220/7620
dc.description.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.
dc.format.extent 21 p.
dc.language.iso en
dc.relation.ispartofseries Mathematical programming
dc.rights © 2011 The Author(s).
dc.subject DRNTU::Science::Mathematics.
dc.title Numerical block diagonalization of matrix - algebras with application to semidefinite programming.
dc.type Journal Article
dc.contributor.school School of Physical and Mathematical Sciences
dc.identifier.doi http://dx.doi.org/10.1007/s10107-011-0461-3
dc.description.version Published version

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