
Low-Rank Semidefinite Programming
Theory and Applications
now publishers Inc
1st Edition
Published on 4. August 2016
Book
Paperback/Softback
180 pages
978-1-68083-136-8 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
Hanover
United States
Target group
College/higher education
Dimensions
Height: 234 mm
Width: 156 mm
Thickness: 10 mm
Weight
262 gr
ISBN-13
978-1-68083-136-8 (9781680831368)
DOI
10.1561/2400000009
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Content
1: Introduction PART I THEORY 2: Exact Solutions and Theorems about Rank 3: Heuristics and Approximate Solutions PART II APPLICATIONS 4: Trust-Region Problems 5: QCQPs with Complex Variables. Appendices A, B, C. References.