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15
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The dual of this SDP with a simple nonconvex constraint

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#convex-optimization #lagrange-multiplier #non-convex-optimization #semidefinite-programming
181
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How to formulate nuclear norm minimisation (of a matrix) as an SDP?

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#optimization #numerical-methods #numerical-linear-algebra #semidefinite-programming
102
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Using Schur's Complement to Reformulate Semidefinite Programming Constraint

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#linear-algebra #convex-optimization #semidefinite-programming #schur-complement
47
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Rank Constraints in dual program

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#linear-algebra #optimization #convex-optimization #positive-semidefinite #semidefinite-programming
46
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Transforming rank constraints over positive semidefinite matrices

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#linear-algebra #matrices #optimization #matrix-rank #semidefinite-programming
43
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Write an inequality form SDP as an conic form problem in inequality form

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#semidefinite-programming #conic-programming
50
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SDP relaxation of mixed-integer nonlinear program

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#optimization #nonlinear-optimization #mixed-integer-programming #semidefinite-programming #relaxations
72
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Lower bound arccos

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#trigonometry #upper-lower-bounds #semidefinite-programming
66
Views

How to add Linear Matrix Inequality (LMI) constraints to a Semidefinite program (SDP) in standard form

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#convex-optimization #constraints #semidefinite-programming #linear-matrix-inequality
26
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How to recover solution of SDP relaxation to maxcut problem given the solution matrix

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#convex-optimization #graphing-functions #nonlinear-optimization #semidefinite-programming
63
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Solving $\operatorname{argmin}_\alpha \|I-\alpha \operatorname{diag} h + 2 \alpha^2 \operatorname{diag} h^2 +\alpha^2 h\otimes h\|$

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#linear-algebra #probability #semidefinite-programming
59
Views

Eigenvalue decomposition for $A^TA$ for sparse A?

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#linear-algebra #numerical-methods #matrix-decomposition #semidefinite-programming #sparse-matrices
29
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Semidefinite programming over infinite dimensional space

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#hilbert-spaces #convex-optimization #semidefinite-programming
57
Views

Semidefinite program matrix

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#optimization #convex-analysis #semidefinite-programming
49
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LMI robustness to small perturbations

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#positive-semidefinite #lyapunov-functions #semidefinite-programming #linear-matrix-inequality

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