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Grothendieck inequalities for semidefinite programs with rank constraint
Grothendieck inequalities semidefinite programs
2010/11/12
Grothendieck inequalities are fundamental inequalities which are frequently used in many areas of mathematics and computer science. They can be interpreted as upper bounds for the integrality gap betw...
Infeasible interior point method for semidefinite programs
Semidefinite programming primal-dual
2010/9/15
In Semidefinite programming one minimizes a linear function subject to the constraint that an affine combination of symmetric matrices is positive Semidefinite. Such a constraint is nonlinear and no s...
Approximate Augmented Lagrangian Functions and Nonlinear Semidefinite Programs
semidefinite programming augmented Lagrangian duality exact penalty convergence stationary point
2007/12/10
In this paper, an approximate augmented Lagrangian function for nonlinear semidefinite programs is introduced. Some basic properties of the approximate augmented Lagrange function such as monotonicity...