Semidefinite programming

3 Why Use SDP? 5 3.1 Tractable Relaxations of Max-Cut . . . . . . . . . . . . . . . . . . . . . . . . 5 3.1.1 Simple Relaxation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 3.1.2 Trust Region Relaxation . . . . . . . . . . . . . . . . . . . . . . . . . 6 3.1.3 Box Constraint Relaxation . . . . . . . . . . . . . . . . . . . . . . . . 6 3.1.4 Eigenvalue Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3.1.5 SDP Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3.1.6 Summary and Lagrangian Relaxation . . . . . . . . . . . . . . . . . . 8 3.2 Recipe for SDP relaxations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 3.3 SDP Relaxation for the Quadratic Assignment Problem, QAP . . . . . . . . 9

[1]  R. Bellman,et al.  On Systems of Linear Inequalities in Hermitian Matrix Variables , 1962 .

[2]  Jan Karel Lenstra,et al.  History of mathematical programming : a collection of personal reminiscences , 1991 .

[3]  Farid Alizadeh,et al.  Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization , 1995, SIAM J. Optim..

[4]  Roy E. Marsten,et al.  Feature Article - Interior Point Methods for Linear Programming: Computational State of the Art , 1994, INFORMS J. Comput..

[5]  J. Borwein,et al.  Regularizing the Abstract Convex Program , 1981 .

[6]  F. Rendl Semideenite Programming and Combinatorial Optimization , 1998 .

[7]  V. Deineko,et al.  The Quadratic Assignment Problem: Theory and Algorithms , 1998 .

[8]  Stephen J. Wright Primal-Dual Interior-Point Methods , 1997, Other Titles in Applied Mathematics.

[9]  Franz Rendl,et al.  A semidefinite framework for trust region subproblems with applications to large scale minimization , 1997, Math. Program..

[10]  Renato D. C. Monteiro,et al.  An Efficient Algorithm for Solving the MAXCUT SDP Relaxation , 1998 .

[11]  Yurii Nesterov,et al.  Interior-point polynomial algorithms in convex programming , 1994, Siam studies in applied mathematics.

[12]  J. Borwein Characterization of optimality for the abstract convex program with finite dimensional range , 1981, Journal of the Australian Mathematical Society.

[13]  R. Fletcher Semi-Definite Matrix Constraints in Optimization , 1985 .

[14]  L. G. H. Cijan A polynomial algorithm in linear programming , 1979 .

[15]  David P. Williamson,et al.  New 3/4-Approximation Algorithms for the Maximum Satisfiability Problem , 1994, SIAM J. Discret. Math..

[16]  A. Shapiro First and Second Order Analysis of Nonlinear Semideenite Programs , 1997 .

[17]  H. Wolkowicz,et al.  SQ2P, Sequential Quadratic Constrained Quadratic Programming , 1998 .

[18]  A. Lewis Eigenvalue-constrained faces☆ , 1998 .

[19]  Henry Wolkowicz,et al.  Convex Relaxations of (0, 1)-Quadratic Programming , 1995, Math. Oper. Res..

[20]  Stephen P. Boyd,et al.  Control System Analysis and Synthesis via Linear Matrix Inequalities , 1993, 1993 American Control Conference.

[21]  Motakuri V. Ramana,et al.  An exact duality theory for semidefinite programming and its complexity implications , 1997, Math. Program..

[22]  M. Overton,et al.  A New Primal-Dual Interior-Point Method for Semidefinite Programming , 1994 .

[23]  G. P. Barker,et al.  Cones of diagonally dominant matrices , 1975 .

[24]  G. Abor Pataki On the Rank of Extreme Matrices in Semideenite Programs and the Multiplicity of Optimal Eigenvalues , 1997 .

[25]  J. G. Pierce,et al.  Geometric Algorithms and Combinatorial Optimization , 2016 .

[26]  E. Yaz Linear Matrix Inequalities In System And Control Theory , 1998, Proceedings of the IEEE.

[27]  Henry Wolkowicz,et al.  Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations , 1995, SIAM J. Optim..

[28]  Charles R. Johnson,et al.  The Euclidian Distance Matrix Completion Problem , 1995, SIAM J. Matrix Anal. Appl..

[29]  Satissed Now Consider Improved Approximation Algorithms for Maximum Cut and Satissability Problems Using Semideenite Programming , 1997 .

[30]  Shinji Hara,et al.  Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices , 1997, SIAM J. Optim..

[31]  Franz Rendl,et al.  Semidefinite Programming Relaxations for the Quadratic Assignment Problem , 1998, J. Comb. Optim..

[32]  Michael L. Overton,et al.  Complementarity and nondegeneracy in semidefinite programming , 1997, Math. Program..

[33]  Franz Rendl,et al.  Applications of parametric programming and eigenvalue maximization to the quadratic assignment problem , 1992, Math. Program..

[34]  M. Ramana An algorithmic analysis of multiquadratic and semidefinite programming problems , 1994 .

[35]  R. Vanderbei,et al.  An Interior-point Method for Semideenite Programming an Interior-point Method for Semideenite Programming , 1994 .

[36]  P. Wolfe,et al.  The minimization of certain nondifferentiable sums of eigenvalues of symmetric matrices , 1975 .

[37]  Robert J. Vanderbei,et al.  Linear Programming: Foundations and Extensions , 1998, Kluwer international series in operations research and management service.

[38]  Alexander Schrijver,et al.  Cones of Matrices and Set-Functions and 0-1 Optimization , 1991, SIAM J. Optim..

[39]  Franz Rendl,et al.  A New Lower Bound Via Projection for the Quadratic Assignment Problem , 1992, Math. Oper. Res..

[40]  Panos M. Pardalos,et al.  Quadratic Assignment and Related Problems , 1994 .

[41]  R. Monteiro,et al.  A Uniied Analysis for a Class of Long-step Primal-dual Path-following Interior-point Algorithms for Semideenite Programming , 1998 .

[42]  R. Fletcher A Nonlinear Programming Problem in Statistics (Educational Testing) , 1981 .

[43]  P. Gilmore Optimal and Suboptimal Algorithms for the Quadratic Assignment Problem , 1962 .

[44]  Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions , 1998, SIAM J. Optim..

[45]  Levent Tunçel,et al.  Characterization of the barrier parameter of homogeneous convex cones , 1998, Math. Program..

[46]  Robert J. Vanderbei,et al.  An Interior-Point Method for Semidefinite Programming , 1996, SIAM J. Optim..

[47]  C. Richard Johnson,et al.  Matrix Completion Problems: A Survey , 1990 .

[48]  Renato D. C. Monteiro,et al.  Primal-Dual Path-Following Algorithms for Semidefinite Programming , 1997, SIAM J. Optim..

[49]  L. Vandenberghe,et al.  Algorithms and software for LMI problems in control , 1997 .

[50]  Panos M. Pardalos,et al.  Quadratic programming with one negative eigenvalue is NP-hard , 1991, J. Glob. Optim..

[51]  O. Taussky Positive-definite matrices and their role in the study of the characteristic roots of general matrices☆ , 1968 .

[52]  Elmer Earl. Branstetter,et al.  The theory of linear programming , 1963 .

[53]  F. Jarre An interior-point method for minimizing the maximum eigenvalue of a linear combination of matrices , 1993 .

[54]  Franz Rendl,et al.  A recipe for semidefinite relaxation for (0,1)-quadratic programming , 1995, J. Glob. Optim..

[55]  Narendra Karmarkar,et al.  A new polynomial-time algorithm for linear programming , 1984, Comb..

[56]  Michel X. Goemans,et al.  Semideenite Programming in Combinatorial Optimization , 1999 .

[57]  Lorant Porkolab On the Complexity of Semideenite Programs , 1996 .

[58]  Charles R. Johnson,et al.  Positive definite completions of partial Hermitian matrices , 1984 .