DocumentCode
3744203
Title
Finding sparse, equivalent SDPs using minimal coordinate projections
Author
Frank Permenter;Pablo A. Parrilo
Author_Institution
Laboratory For Information and Decision Systems (LIDS), Massachusetts Institute of Technology, Cambridge, 02139, United States
fYear
2015
Firstpage
7274
Lastpage
7279
Abstract
We present a new method for simplifying SDPs that blends aspects of symmetry reduction with sparsity exploitation. By identifying a subspace of sparse matrices that provably intersects (but doesn´t necessarily contain) the set of optimal solutions, we both block-diagonalize semidefinite constraints and enhance problem sparsity for many SDPs arising in sums-of-squares optimization. The identified subspace is in analogy with the fixed-point subspace that appears in symmetry reduction, and, as we illustrate, can be found using an efficient combinatorial algorithm that searches over coordinate projections. Effectiveness of the method is illustrated on several examples.
Keywords
"Symmetric matrices","Optimization","Sparse matrices","Algebra","Error correction","Error correction codes","Kernel"
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2015 IEEE 54th Annual Conference on
Type
conf
DOI
10.1109/CDC.2015.7403367
Filename
7403367
Link To Document