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Item Details
| Title:
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LOW-RANK SEMIDEFINITE PROGRAMMING
THEORY AND APPLICATIONS |
| By: |
Alex Lemon, So Man-Cho, Yinyu Ye |
| Format: |
Paperback |
| List price:
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£68.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1680831364 |
| ISBN 13: |
9781680831368 |
| Publisher: |
NOW PUBLISHERS INC |
| Pub. date: |
4 August, 2016 |
| Series: |
Foundations and Trends in Optimization |
| Pages: |
162 |
| Description: |
This monograph reviews the theory of low-rank semidefinite programming, presenting theorems that guarantee the existence of a low-rank solution, heuristics for computing low-rank solutions, and algorithms for finding low-rank approximate solutions. It then presents applications of the theory to trust-region problems and signal processing. |
| Synopsis: |
Finding low-rank solutions of semidefinite programs is important in many applications. For example, semidefinite programs that arise as relaxations of polynomial optimization problems are exact relaxations when the semidefinite program has a rank-1 solution. Unfortunately, computing a minimum-rank solution of a semidefinite program is an NP-hard problem. This monograph reviews the theory of low-rank semidefinite programming, presenting theorems that guarantee the existence of a low-rank solution, heuristics for computing low-rank solutions, and algorithms for finding low-rank approximate solutions. It then presents applications of the theory to trust-region problems and signal processing. |
| Publication: |
US |
| Imprint: |
now publishers Inc |
| Returns: |
Non-returnable |
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