Low-Rank Semidefinite Programming : Theory And Applications

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.

• | Author: Alex Lemon, Anthony Man-Cho So, Yinyu Ye
• | Publisher: Now Publishers Inc
• | Publication Date: Aug 04, 2016
• | Number of Pages: 180 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 1680831364
• | ISBN-13: 9781680831368