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Time-Varying Semidefinite Programming: Path Following a Burer-Monteiro Factorization.
Antonio Bellon
Mareike Dressler
Vyacheslav Kungurtsev
Jakub Marecek
André Uschmajew
Published in:
SIAM J. Optim. (2024)
Keyphrases
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semidefinite programming
linear programming
kernel matrix
semidefinite
primal dual
low rank
interior point methods
interior point
matrix factorization
maximum margin
singular value decomposition
data sets
pairwise
linear program
linear matrix inequality
linear programming problems
distance measure
support vector