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

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.