On Polyhedral and Second-Order-Cone Decompositions of Semidefinite Optimization Problems.
Dimitris BertsimasRyan Cory-WrightPublished in: CoRR (2019)
Keyphrases
- semidefinite
- optimization problems
- convex sets
- lipschitz continuity
- evolutionary algorithm
- semidefinite programming
- convex relaxation
- optimization methods
- metaheuristic
- higher dimensional
- objective function
- cost function
- sufficient conditions
- finite number
- singular value decomposition
- convex optimization
- variational inequalities
- convex hull
- finite dimensional
- feasible set
- interior point methods
- hyperplane
- data points
- simulated annealing