Linear optimization over homogeneous matrix cones.
Levent TunçelLieven VandenberghePublished in: CoRR (2022)
Keyphrases
- semidefinite
- optimization method
- highly non linear
- optimization algorithm
- global optimization
- optimization methods
- discrete optimization
- square root
- optimization problems
- constrained optimization
- combinatorial optimization
- data sets
- pseudo inverse
- low rank matrix
- optimization process
- covariance matrix
- linear programming
- conjugate gradient method
- linear model
- coefficient matrix
- laplace transform
- steepest descent method
- matrix representation
- lagrange multipliers
- quadratic programming
- low rank
- least squares
- evolutionary algorithm
- clustering algorithm