Identifying redundant linear constraints in systems of linear matrix inequality constraints
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Publication:5446278
DOI10.1080/09720502.2007.10700521zbMath1172.90460OpenAlexW2149614687MaRDI QIDQ5446278
Publication date: 6 March 2008
Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/09720502.2007.10700521
Cites Work
- Constraint classification in mathematical programming
- A degenerate extreme point strategy for the classification of linear constraints as redundant or necessary
- An Algorithm for Finding All Vertices of Convex Polyhedral Sets
- Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
- Linear Matrix Inequalities in System and Control Theory
- CSDP, A C library for semidefinite programming
- A Spectral Bundle Method for Semidefinite Programming
- Monte Carlo Algorithms for the Detection of Necessary Linear Matrix Inequality Constraints
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Semidefinite Programming
- Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
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