Low-Rank Semidefinite Programming

Name: Low-Rank Semidefinite Programming
SKU: 25846756
Price: 216.99 AUD
Availability: InStock

Theory and Applications

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Format:

Paperback / softback

Series:

Foundations and Trends® in Optimization

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$216.99

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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.

Release date Australia

August 4th, 2016

Author

Audience

Postgraduate, Research & Scholarly

Pages

180

Series

Foundations and Trends® in Optimization

Dimensions

156x234x10

ISBN-13

9781680831368

Product ID

25846756

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