Numerical block diagonalization of matrix *-algebras with application to semidefinite programming

作者：de Klerk Etienne^*; Dobre Cristian; Pasechnik Dmitrii V

来源：Mathematical Programming, 2011, 129(1): 91-111.

DOI：10.1007/s10107-011-0461-3

• Semidefinite programming
• Algebraic symmetry
• Pre-processing
• Interior point methods

Semidefinite programming (SDP) is one of the most active areas in mathematical programming, due to varied applications and the availability of interior point algorithms. In this paper we propose a new pre-processing technique for SDP instances that exhibit algebraic symmetry. We present computational results to show that the solution times of certain SDP instances may be greatly reduced via the new approach.

• 出版日期2011-9
• 单位南阳理工学院