Initialization in semidefinite programming via a self-dual skew-symmetric embedding.
Etienne de KlerkCornelis RoosTamás TerlakyPublished in: Oper. Res. Lett. (1997)
Keyphrases
- semidefinite programming
- primal dual
- symmetric matrix
- linear programming
- interior point methods
- semidefinite
- convex optimization
- linear program
- approximation algorithms
- convergence rate
- algorithm for linear programming
- kernel matrix
- maximum margin
- k means
- positive semidefinite
- principal component analysis
- machine learning
- least squares
- worst case
- support vector