Sums of random symmetric matrices and quadratic optimization under orthogonality constraints

DOI10.1007/s10107-006-0033-0zbMath1156.90012OpenAlexW2082401067WikidataQ57392916 ScholiaQ57392916MaRDI QIDQ868470

Arkadi Nemirovski

Publication date: 5 March 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0033-0

zbMATH Keywords

Procrustes problemOrthogonality constraintsRandom perturbationsSemidefinite relaxations

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Approximation methods and heuristics in mathematical programming (90C59) Large deviations (60F10)

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