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Low-Rank Semidefinite Programming: Theory and Applications (Foundations and Trends in Optimization)

Alex Lemon, Anthony Man-Cho So, Yinyu Ye




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 | #6208992 in Books |  2016-05-04 | Original language:English |  9.21 x.38 x6.14l,.57 | File type: PDF | 180 pages

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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 exis...

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