Time-Varying Semidefinite Programming: Geometry of the Trajectory of Solutions - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2021

Time-Varying Semidefinite Programming: Geometry of the Trajectory of Solutions

Résumé

In many applications, solutions of convex optimization problems must be updated on-line, as functions of time. In this paper, we consider timevarying semidefinite programs (TV-SDP), which are linear optimization problems in the semidefinite cone whose coefficients (input data) depend on time. We are interested in the geometry of the solution (output data) trajectory, defined as the set of solutions depending on time. We propose an exhaustive description of the geometry of the solution trajectory. As our main result, we show that only 6 distinct behaviors can be observed at a neighborhood of a given point along the solution trajectory. Each possible behavior is then illustrated by an example.
Fichier principal
Vignette du fichier
main.pdf (291.52 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-03196925 , version 1 (13-04-2021)
hal-03196925 , version 2 (17-03-2022)
hal-03196925 , version 3 (30-10-2024)

Identifiants

Citer

Antonio Bellon, Didier Henrion, Vyacheslav Kungurtsev, Jakub Mareček. Time-Varying Semidefinite Programming: Geometry of the Trajectory of Solutions. 2021. ⟨hal-03196925v1⟩
93 Consultations
67 Téléchargements

Altmetric

Partager

More