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» Approximating Semidefinite Packing Programs
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NIPS
2004
13 years 6 months ago
A Direct Formulation for Sparse PCA Using Semidefinite Programming
We examine the problem of approximating, in the Frobenius-norm sense, a positive, semidefinite symmetric matrix by a rank-one matrix, with an upper bound on the cardinality of its...
Alexandre d'Aspremont, Laurent El Ghaoui, Michael ...
EM
2010
134views Management» more  EM 2010»
13 years 5 months ago
High-Accuracy Semidefinite Programming Bounds for Kissing Numbers
Abstract. The kissing number in n-dimensional Euclidean space is the maximal number of non-overlapping unit spheres which simultaneously can touch a central unit sphere. Bachoc and...
Hans D. Mittelmann, Frank Vallentin
CDC
2009
IEEE
138views Control Systems» more  CDC 2009»
13 years 9 months ago
Semidefinite programming methods for system realization and identification
We describe semidefinite programming methods for system realization and identification. For each of these two applications, a variant of a simple subspace algorithm is presented, i...
Zhang Liu, Lieven Vandenberghe
FSTTCS
2001
Springer
13 years 9 months ago
Semidefinite Programming Based Approximation Algorithms
Semidefinite programming based approximation algorithms, such as the Goemans and Williamson approximation algorithm for the MAX CUT problem, are usually shown to have certain perf...
Uri Zwick
SIAMJO
2002
102views more  SIAMJO 2002»
13 years 5 months ago
Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
We consider a conic-quadratic (and in particular a quadratically constrained) optimization problem with uncertain data, known only to reside in some uncertainty set U. The robust ...
Aharon Ben-Tal, Arkadi Nemirovski, Cees Roos