A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization.
Samuel BurerRenato D. C. MonteiroPublished in: Math. Program. (2003)
Keyphrases
- low rank
- nonlinear programming
- semidefinite programming
- linear programming
- cost function
- dynamic programming
- matrix factorization
- semidefinite
- np hard
- higher dimensional
- learning algorithm
- distance transform
- convex optimization
- singular value decomposition
- learning problems
- high order
- missing data
- high dimensional data
- expectation maximization
- simulated annealing
- quadratic programming
- worst case
- special case
- data sets