Low-Rank Semidefinite Programming Theory and Applications |
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| Author:
| Lemon, Alex
Man-Cho So, Anthony
Ye, Yinyu |
| Series title: | Foundations and Trends in Optimization Ser. |
| ISBN: | 978-1-68083-136-8 |
| Publication Date: | Aug 2016 |
| Publisher: | Now Publishers
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| Book Format: | Paperback |
| List Price: | USD $99.00 |
Book Description:
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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.
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.