On Hazan’s Algorithm for Symmetric Programming Problems

On Hazan’s Algorithm for Symmetric Programming Problems

We describe the generalization of Hazan’s algorithm for symmetric programming problems. It is shown that the crucial low-rank approximation property to an optimal solution is preserved in this setting. Moreover, this setting is natural for preserving this property. It is explicitly shown how to use...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of optimization theory and applications 2015-03, Vol.164 (3), p.915-932
1. Verfasser: Faybusovich, Leonid
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Algorithms
Applications of Mathematics
Approximation
Calculus of Variations and Optimal Control
Optimization
Computation
Decomposition
Eigenvalues
Engineering
Euclidean space
Linear programming
Mathematical analysis
Mathematical models
Mathematics
Mathematics and Statistics
Operations research
Operations Research/Decision Theory
Optimization
Preserving
Programming
Studies
Theory of Computation
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We describe the generalization of Hazan’s algorithm for symmetric programming problems. It is shown that the crucial low-rank approximation property to an optimal solution is preserved in this setting. Moreover, this setting is natural for preserving this property. It is explicitly shown how to use the decomposition of a symmetric cone into a direct sum of its irreducible components to reduce the computational complexity of the algorithm.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-014-0577-8