Random projections for semidefinite programming *
Résumé
Random projections can reduce the dimensionality of point sets while keeping approximate congruence. Applying random projections to optimization problems raises many theoretical and computational issues. Most of the theoretical issues in the application of random projections to conic programming were addressed in [1]. This paper focuses on semidefinite programming.
Domaines
Recherche opérationnelle [math.OC]| Origine | Fichiers produits par l'(les) auteur(s) |
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