Numerical block diagonalization of matrix - algebras with application to semidefinite programming
Author
Klerk, Etienne de.
Dobre, Cristian.
Pasechnik, Dmitrii V.
Date of Issue
2011School
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
http://dx.doi.org/10.1007/s10107-011-0461-3
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