On polyhedral and second-order cone decompositions of semidefinite optimization problems.
Dimitris BertsimasRyan Cory-WrightPublished in: Oper. Res. Lett. (2020)
Keyphrases
- semidefinite
- optimization problems
- convex sets
- lipschitz continuity
- semidefinite programming
- evolutionary algorithm
- metaheuristic
- higher dimensional
- objective function
- convex relaxation
- cost function
- sufficient conditions
- interior point methods
- optimization methods
- finite number
- variational inequalities
- convex optimization
- convex hull
- globally optimal
- singular value decomposition
- feature extraction
- multi view
- training data