An Efficient Approach to Solve the Large-Scale Semidefinite Programming Problems
Joint Authors
Liu, Sheng
Zheng, Yongbin
Yan, Yuzhuang
Huang, Xinsheng
Xu, Wanying
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-08-03
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
Solving the large-scale problems with semidefinite programming (SDP) constraints is of great importance in modeling and model reduction of complex system, dynamical system, optimal control, computer vision, and machine learning.
However, existing SDP solvers are of large complexities and thus unavailable to deal with large-scale problems.
In this paper, we solve SDP using matrix generation, which is an extension of the classical column generation.
The exponentiated gradient algorithm is also usedto solve the special structure subproblem of matrix generation.
The numerical experiments show that our approach is efficient and scales very well with the problem dimension.
Furthermore, the proposed algorithm is applied for a clustering problem.
The experimental results on real datasets imply that the proposed approach outperforms the traditional interior-point SDP solvers in terms of efficiency and scalability.
American Psychological Association (APA)
Zheng, Yongbin& Yan, Yuzhuang& Liu, Sheng& Huang, Xinsheng& Xu, Wanying. 2011. An Efficient Approach to Solve the Large-Scale Semidefinite Programming Problems. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-1029750
Modern Language Association (MLA)
Zheng, Yongbin…[et al.]. An Efficient Approach to Solve the Large-Scale Semidefinite Programming Problems. Mathematical Problems in Engineering No. 2012 (2012), pp.1-12.
https://search.emarefa.net/detail/BIM-1029750
American Medical Association (AMA)
Zheng, Yongbin& Yan, Yuzhuang& Liu, Sheng& Huang, Xinsheng& Xu, Wanying. An Efficient Approach to Solve the Large-Scale Semidefinite Programming Problems. Mathematical Problems in Engineering. 2011. Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-1029750
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1029750