Questions tagged [semidefinite-programming]
The semidefinite-programming tag has no usage guidance.
6
questions with no upvoted or accepted answers
4
votes
0
answers
67
views
Obtainting KKT for QSDP for the trace inequality constraint
I am working on developing my own solver(for implementation on hardware), based on IPM for following problem:
\begin{equation}
\begin{split}
\min_{X} \; \frac{1}{2}&\|X\|_F^2 + trace(CX)\\
\text{...
3
votes
0
answers
169
views
First order methods for a large scale semidefinite program
I am interested in solving the following semidefinite optimization problem:
\begin{equation}
\begin{split}
\underset{X,\lambda}{\rm maximize} \;\;\;\;&\lambda^Tc \\
&-\mathbb{I} \le X \le \...
- 31
2
votes
0
answers
194
views
How to solve the following SDP with cvxpy in Python?
The SDP problem is
$$
\min_{Z \in S^{n},Y \in S^{m}} {\rm trace}(Z) +{\rm trace}(Y)\\
{\rm s.t.} \begin{bmatrix}
Y & X\\
X^T & Z
\end{bmatrix} \succeq 0\\
X \in C
$$
Where $C$ is a convex set....
- 21
2
votes
0
answers
77
views
Looking for a version of DSDP that is less prone to integer overflows than the original
I am working on a problem that involves semidefinite programming (constrained optimization of fairly large positive definite matrices). The software is written in C++ and calls DSDP 5.8 to solve the ...
- 321
1
vote
0
answers
231
views
Sign or cardinality constraint when solving for sparse signal
I'm currently learning about using linear and semidefinite programming to find sparse solutions to problems. In particular, finding sparse solutions where the sampling functions are sinusoidal (...
- 335
-1
votes
1
answer
27
views
Semi-Definite relaxation of non-linear constraint?
I am implementing an optimization problem using semi-definite approach. One of my constraints is of following form
$ trace(A∗X)−(k∗trace(A∗X))+(k∗\sqrt {(trace(B∗X)} )==0$
where k is a constant, A ...
