Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone

@article{Permenter2018PartialFR,
  title={Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone},
  author={Frank Permenter and Pablo A. Parrilo},
  journal={Math. Program.},
  year={2018},
  volume={171},
  pages={1-54}
}
We develop a practical semidefinite programming (SDP) facial reduction procedure that utilizes computationally efficient approximations of the positive semidefinite cone. The proposed method simplifies SDPs with no strictly feasible solution (a frequent output of parsers) by solving a sequence of easier optimization problems and could be a useful pre-processing technique for SDP solvers. We demonstrate effectiveness of the method on SDPs arising in practice, and describe our publicly-available… CONTINUE READING
Highly Cited
This paper has 26 citations. REVIEW CITATIONS

References

Publications referenced by this paper.
Showing 1-10 of 47 references

Convex analysis, volume 28

  • R. Tyrell Rockafellar
  • 1997
Highly Influential
5 Excerpts

Strong duality in conic linear programming: facial reduction and extended duals

  • Gábor Pataki
  • Computational and Analytical Mathematics,
  • 2013
Highly Influential
7 Excerpts

Similar Papers

Loading similar papers…