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- Author: Alex Lemon
- Publisher: Now Publishers
- ISBN-10: 1680831364
- ISBN-13: 9781680831368
- Format: 15.6 x 23.4 x 1 cm, minkšti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
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Description
Finding low-rank solutions of semidefinite programs is important in many applications. For example, semidefinite programs that arise as relaxations of polynomial optimization problems are exact relaxations when the semidefinite program has a rank-1 solution. Unfortunately, computing a minimum-rank solution of a semidefinite program is an NP-hard problem. This monograph reviews the theory of low-rank semidefinite programming, presenting theorems that guarantee the existence of a low-rank solution, heuristics for computing low-rank solutions, and algorithms for finding low-rank approximate solutions. It then presents applications of the theory to trust-region problems and signal processing.
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- Author: Alex Lemon
- Publisher: Now Publishers
- ISBN-10: 1680831364
- ISBN-13: 9781680831368
- Format: 15.6 x 23.4 x 1 cm, minkšti viršeliai
- Language: English English
Finding low-rank solutions of semidefinite programs is important in many applications. For example, semidefinite programs that arise as relaxations of polynomial optimization problems are exact relaxations when the semidefinite program has a rank-1 solution. Unfortunately, computing a minimum-rank solution of a semidefinite program is an NP-hard problem. This monograph reviews the theory of low-rank semidefinite programming, presenting theorems that guarantee the existence of a low-rank solution, heuristics for computing low-rank solutions, and algorithms for finding low-rank approximate solutions. It then presents applications of the theory to trust-region problems and signal processing.
Reviews