Low-Rank Semidefinite Programming: Theory and Applications (Foundations and Trends in Optimization)
暫譯: 低秩半正定規劃:理論與應用(優化的基礎與趨勢)
Alex Lemon, Anthony Man-Cho So, Yinyu Ye
- 出版商: Now Publishers Inc
- 出版日期: 2016-08-04
- 售價: $3,650
- 貴賓價: 9.5 折 $3,468
- 語言: 英文
- 頁數: 180
- 裝訂: Paperback
- ISBN: 1680831364
- ISBN-13: 9781680831368
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商品描述
Finding low-rank solutions of semidefinite programs is important in many applications. For example, semidefinite programs that arise as relaxations of polynomial optimization problems are exact relaxations when the semidefinite program has a rank-1 solution. Unfortunately, computing a minimum-rank solution of a semidefinite program is an NP-hard problem. This monograph reviews the theory of low-rank semidefinite programming, presenting theorems that guarantee the existence of a low-rank solution, heuristics for computing low-rank solutions, and algorithms for finding low-rank approximate solutions. It then presents applications of the theory to trust-region problems and signal processing.
商品描述(中文翻譯)
尋找半正定規劃的低秩解在許多應用中都非常重要。例如,作為多項式優化問題的放鬆形式出現的半正定規劃,當其具有秩為1的解時,便是精確的放鬆。不幸的是,計算半正定規劃的最小秩解是一個 NP-hard 問題。本專著回顧了低秩半正定規劃的理論,提出了保證低秩解存在的定理、計算低秩解的啟發式方法,以及尋找低秩近似解的演算法。接著,該專著還展示了該理論在信任區域問題和信號處理中的應用。