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Dimensionality reduction of SDPs through sketching

  • Published:2019-02 Issue: Volume:563 Page:461-475
  • ISSN:0024-3795
  • Container-title:Linear Algebra and its Applications
  • language:en
  • Short-container-title:Linear Algebra and its Applications

Author:

Bluhm Andreas,Stilck França DanielORCID

Funder

the ISAM Graduate Center at Technical University of Munich

the graduate program TopMath of the Elite Network of Bavaria

the TopMath Graduate Center of TUM Graduate School at Technical University of Munich

Technical University of Munich

Publisher

Elsevier BV

Subject

Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory

Reference18 articles.

1. Handbook on Semidefinite, Conic and Polynomial Optimization;Anjos,2016

2. Linear Matrix Inequalities in System and Control Theory;Boyd,1994

3. Quantum speed-ups for solving semidefinite programs;Brandao,2017

4. Convex optimization: algorithms and complexity;Bubeck;Found. Trends Mach. Learn.,2015

5. Convex Optimization;Boyd,2004

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1. Random Projections for Linear Programming: An Improved Retrieval Phase;ACM Journal of Experimental Algorithmics;2023-10-14

2. Random projections of linear and semidefinite problems with linear inequalities;Linear Algebra and its Applications;2023-05

3. Convexification with Bounded Gap for Randomly Projected Quadratic Optimization;SIAM Journal on Optimization;2022-05-12

4. Community detection with a subsampled semidefinite program;Sampling Theory, Signal Processing, and Data Analysis;2022-05-06

5. Sketching Semidefinite Programs for Faster Clustering;IEEE Transactions on Information Theory;2021-10
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