Random projections of linear and semidefinite problems with linear inequalities
From MaRDI portal
Publication:2689146
DOI10.1016/j.laa.2023.01.013OpenAlexW4320521686MaRDI QIDQ2689146
Pierre-Louis Poirion, Bruno F. Lourenço, Akiko Takeda
Publication date: 9 March 2023
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.00242
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Random matrices (algebraic aspects) (15B52)
Uses Software
Cites Work
- Database-friendly random projections: Johnson-Lindenstrauss with binary coins.
- Sketching meets random projection in the dual: a provable recovery algorithm for big and high-dimensional data
- Dimensionality reduction of SDPs through sketching
- MIPLIB 2017: data-driven compilation of the 6th mixed-integer programming library
- Random projections for quadratic programs
- Random projections for quadratic programs over a Euclidean ball
- Computational Advertising: Techniques for Targeting Relevant Ads
- Julia: A Fresh Approach to Numerical Computing
- Genericity Results in Linear Conic Programming—A Tour d’Horizon
- Extensions of Lipschitz mappings into a Hilbert space
- Computing in Operations Research Using Julia
- On variants of the Johnson–Lindenstrauss lemma
- High-Dimensional Probability
- An elementary proof of a theorem of Johnson and Lindenstrauss
- Randomized sketch descent methods for non-separable linearly constrained optimization
- An investigation of Newton-Sketch and subsampled Newton methods
- Determinantal Point Processes in Randomized Numerical Linear Algebra
- Random Projections for Linear Programming
- On the generic properties of convex optimization problems in conic form
This page was built for publication: Random projections of linear and semidefinite problems with linear inequalities