The algebraic degree of semidefinite programming

Given a generic semidefinite program, specified by matrices with rational entries, each coordinate of its optimal solution is an algebraic number. We study the degree of the minimal polynomials of these algebraic numbers. Geometrically, this degree counts the critical points attained by a linear fun...

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Veröffentlicht in:Mathematical programming 2010-04, Vol.122 (2), p.379-405
Hauptverfasser: Nie, Jiawang, Ranestad, Kristian, Sturmfels, Bernd
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description Given a generic semidefinite program, specified by matrices with rational entries, each coordinate of its optimal solution is an algebraic number. We study the degree of the minimal polynomials of these algebraic numbers. Geometrically, this degree counts the critical points attained by a linear functional on a fixed rank locus in a linear space of symmetric matrices. We determine this degree using methods from complex algebraic geometry, such as projective duality, determinantal varieties, and their Chern classes.
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source SpringerNature Journals; EBSCOhost Business Source Complete
subjects Algebra
Applied sciences
Calculus of Variations and Optimal Control
Optimization
Codes
Combinatorics
Equilibrium
Eulers equations
Exact sciences and technology
Full Length Paper
Game theory
Geometry
Linear programming
Mathematical analysis
Mathematical and Computational Physics
Mathematical Methods in Physics
Mathematical programming
Mathematics
Mathematics and Statistics
Mathematics of Computing
Numerical Analysis
Operational research and scientific management
Operational research. Management science
Optimization
Semidefinite programming
Studies
Theoretical
title The algebraic degree of semidefinite programming
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