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An Efficient Approach to Solve the Large-Scale Semidefinite Programming Problems
2012
Mathematical Problems in Engineering
Solving the large-scale problems with semidefinite programming (SDP) constraints is of great importance in modeling and model reduction of complex system, dynamical system, optimal control, computer vision, and machine learning. However, existing SDP solvers are of large complexities and thus unavailable to deal with large-scale problems. In this paper, we solve SDP using matrix generation, which is an extension of the classical column generation. The exponentiated gradient algorithm is also
doi:10.1155/2012/764760
fatcat:h23py57dx5drnn53ci3ji3of5a