H. Wolkowicz

Publications
Influence

An Interior-Point Method for Semidefinite Programming

C. Helmberg, F. Rendl, R. Vanderbei, H. Wolkowicz
Mathematics, Computer Science
SIAM J. Optim.
1 May 1996

We propose a new interior-point-based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semidefinite matrices. Expand

Positive definite completions of partial Hermitian matrices

R. Grone, C. Johnson, E. M. Sá, H. Wolkowicz
Mathematics
1 April 1984

Abstract The question of which partial Hermitian matrices (some entries specified, some free) may be completed to positive definite matrices is addressed. It is shown that if the diagonal entries are… Expand

Handbook of semidefinite programming : theory, algorithms, and applications

H. Wolkowicz, R. Saigal, L. Vandenberghe
Mathematics
2000

Contributing Authors. List of Figures. List of Tables. Preface. 1. Introduction H. Wolkowicz, et al. Part I: Theory. 2. Convex Analysis on Symmetric Matrices F. Jarre. 3. The Geometry of Semidefinite… Expand

Semidefinite Programming Relaxations for the Quadratic Assignment Problem

Qing Zhao, S. Karisch, F. Rendl, H. Wolkowicz
Mathematics, Computer Science
J. Comb. Optim.
1 March 1998

Semidefinite programming (SDP) relaxations for the quadratic assignment problem (QAP) are derived using the dual of the (homogenized) Lagrangian dual of appropriate equivalent representations of QAP. Expand

SIAM Journal on Optimization

Charles Audet, Heinz H. Bauschke, +38 authors H. Wolkowicz
Computer Science
2012

The SIAM Journal on Optimization contains research articles on the theory and practice of optimization. Expand

A semidefinite framework for trust region subproblems with applications to large scale minimization

F. Rendl, H. Wolkowicz
Mathematics, Computer Science
Math. Program.
1 May 1997

Primal-dual pairs of semidefinite programs provide a general framework for the theory and algorithms for the trust region subproblem (TRS) as a parametric eigenvalue problem. Expand

Solving Euclidean Distance Matrix Completion Problems Via Semidefinite Programming

A. Alfakih, A. Khandani, H. Wolkowicz
Mathematics, Computer Science
Comput. Optim. Appl.
1999

We solve the Euclidean distance matrix completion problem by generalizing the completion problem to allow for approximate completions. Expand

Strong Duality for Semidefinite Programming

M. Ramana, L. Tunçel, H. Wolkowicz
Mathematics, Computer Science
SIAM J. Optim.
1 March 1997

We study strong duality theorems for the semidefinite linear programming problem (P) p∗. Expand

Regularizing the Abstract Convex Program

J. Borwein, H. Wolkowicz
Mathematics
1 October 1981

Abstract Characterizations of optimality for the abstract convex program μ = inf {p(x) : g(x) ϵ −S, x ϵ Ω} (P) where S is an arbitrary convex cone in a finite dimensional space, Ω is a convex set,… Expand

The Quadratic Assignment Problem: A Survey and Recent Developments

P. Pardalos, F. Rendl, H. Wolkowicz
Computer Science
Quadratic Assignment and Related Problems
1993

Quadratic Assignment Problems model many applications in diverse areas such as operations research, parallel and distributed computing , and combinatorial data analysis. Expand

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