Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization.
Vaithilingam JeyakumarGuoyin LiPublished in: Math. Program. (2014)
Keyphrases
- semidefinite
- semidefinite programming
- interior point methods
- nonlinear programming
- mathematical programming
- linear programming
- linear systems
- semi supervised
- least squares
- optimality conditions
- higher dimensional
- convex optimization
- combinatorial optimization
- primal dual
- optimization problems
- worst case
- upper bound
- feature selection