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

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      53_Numerical block diagonalization of matrixalgebras with application to semidefinite programming.pdf (339.5Kb)
      Author
      Klerk, Etienne de.
      Dobre, Cristian.
      Pasechnik, Dmitrii V.
      Date of Issue
      2011
      School
      School of Physical and Mathematical Sciences
      Version
      Published version
      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
      Rights
      © 2011 The Author(s).
      Collections
      • SPMS Journal Articles
      http://dx.doi.org/10.1007/s10107-011-0461-3
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