Asymptotic behaviors of semidefinite programming with a covariance perturbation.

Ming Jie Gao Ka Fai Cedric Yiu

Published in: Optim. Lett. (2019)

Keyphrases

semidefinite programming
linear programming
interior point methods
semidefinite
primal dual
kernel matrix
positive semidefinite
maximum margin
machine learning
feature extraction
high dimensional
dynamic programming
worst case
model selection