On polyhedral and second-order cone decompositions of semidefinite optimization problems
From MaRDI portal
Publication:2294533
DOI10.1016/j.orl.2019.12.003OpenAlexW2979731212WikidataQ120700192 ScholiaQ120700192MaRDI QIDQ2294533
Ryan Cory-Wright, Dimitris J. Bertsimas
Publication date: 11 February 2020
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.03143
Related Items (5)
Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints ⋮ A Scalable Algorithm for Sparse Portfolio Selection ⋮ Evaluating approximations of the semidefinite cone with trace normalized distance ⋮ Tighter bounds on transient moments of stochastic chemical systems ⋮ Unnamed Item
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Bounds for eigenvalues using traces
- An exact duality theory for semidefinite programming and its complexity implications
- Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone
- Certifiably optimal sparse principal component analysis
- Second order cone programming relaxation of nonconvex quadratic optimization problems
- Strong SOCP Relaxations for the Optimal Power Flow Problem
- The Cutting-Plane Method for Solving Convex Programs
- A unifying framework for several cutting plane methods for semidefinite programming
- Approximation Limits of Linear Programs (Beyond Hierarchies)
- Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
- Cutting-set methods for robust convex optimization with pessimizing oracles
- Solution of a Large-Scale Traveling-Salesman Problem
- DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization
- JuMP: A Modeling Language for Mathematical Optimization
This page was built for publication: On polyhedral and second-order cone decompositions of semidefinite optimization problems
