Preprocessing sparse semidefinite programs via matrix completion

Katsuki Fujisawa, Mituhiro Fukuda, Kazuhide Nakata

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

Considering that preprocessing is an important phase in linear programing, it should be more systematically incorporated in semidefinite programing (SDP) solvers. The conversion method proposed by the authors [Fukuda, M., Kojima, M., Murota, K. and Nakata, K., 2000, SIAM Journal on Optimization , 11, 647-674 and Nakata, K., Fujisawa, K., Fukuda, M., Kojima, M. and Murota, K., 2003, Mathematical Programming (Series B) , 95, 303-327] is a preprocessing method for sparse SDPs based on matrix completion. This article proposed a new version of the conversion method, which employs a flop estimation function inside its heuristic procedure. Extensive numerical experiments are included showing the advantage of preprocessing by the conversion method for certain classes of very sparse SDPs.

Original languageEnglish
Pages (from-to)17-39
Number of pages23
JournalOptimization Methods and Software
Volume21
Issue number1
DOIs
Publication statusPublished - Feb 1 2006
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Software
  • Control and Optimization
  • Applied Mathematics

Fingerprint Dive into the research topics of 'Preprocessing sparse semidefinite programs via matrix completion'. Together they form a unique fingerprint.

  • Cite this