Approximating Semidefinite Packing Programs
نویسندگان
چکیده
In this paper we define semidefinite packing programs and describe an algorithm to approximately solve these problems. Semidefinite packing programs arise in many applications such as semidefinite programming relaxations for combinatorial optimization problems, sparse principal component analysis, and sparse variance unfolding techniques for dimension reduction. Our algorithm exploits the structural similarity between semidefinite packing programs and linear packing programs.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 21 شماره
صفحات -
تاریخ انتشار 2011