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Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone
F Permenter, P Parrilo - Mathematical Programming, 2018 - Springer
We develop a practical semidefinite programming (SDP) facial reduction procedure that
utilizes computationally efficient approximations of the positive semidefinite cone. The …
utilizes computationally efficient approximations of the positive semidefinite cone. The …
Strong duality in conic linear programming: facial reduction and extended duals
G Pataki - Computational and Analytical Mathematics: In Honor of …, 2013 - Springer
The facial reduction algorithm (FRA) of Borwein and Wolkowicz and the extended dual of
Ramana provide a strong dual for the conic linear program P\sup\,{\, ⟨ c, x ⟩\, |\, Ax ≦ _ K …
Ramana provide a strong dual for the conic linear program P\sup\,{\, ⟨ c, x ⟩\, |\, Ax ≦ _ K …
Exact duals and short certificates of infeasibility and weak infeasibility in conic linear programming
In conic linear programming—in contrast to linear programming—the Lagrange dual is not
an exact dual: it may not attain its optimal value, or there may be a positive duality gap. The …
an exact dual: it may not attain its optimal value, or there may be a positive duality gap. The …
A new use of Douglas–Rachford splitting for identifying infeasible, unbounded, and pathological conic programs
In this paper, we present a method for identifying infeasible, unbounded, and pathological
conic programs based on Douglas–Rachford splitting. When an optimization program is …
conic programs based on Douglas–Rachford splitting. When an optimization program is …
Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite
programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict …
programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict …
Bad semidefinite programs: they all look the same
G Pataki - SIAM Journal on Optimization, 2017 - SIAM
Conic linear programs, among them semidefinite programs, often behave pathologically: the
optimal values of the primal and dual programs may differ, and may not be attained. We …
optimal values of the primal and dual programs may differ, and may not be attained. We …
Douglas–Rachford splitting and ADMM for pathological convex optimization
Despite the vast literature on DRS and ADMM, there has been very little work analyzing their
behavior under pathologies. Most analyses assume a primal solution exists, a dual solution …
behavior under pathologies. Most analyses assume a primal solution exists, a dual solution …
Distributed event localization via alternating direction method of multipliers
This paper addresses the problem of distributed event localization using noisy range
measurements with respect to sensors with known positions. Event localization is …
measurements with respect to sensors with known positions. Event localization is …
Exact duality in semidefinite programming based on elementary reformulations
In semidefinite programming (SDP), unlike in linear programming, Farkas' lemma may fail to
prove infeasibility. Here we obtain an exact, short certificate of infeasibility in SDP by an …
prove infeasibility. Here we obtain an exact, short certificate of infeasibility in SDP by an …
Solving SDP completely with an interior point oracle
BF Lourenço, M Muramatsu… - Optimization Methods and …, 2021 - Taylor & Francis
We suppose the existence of an oracle which solves any semidefinite programming (SDP)
problem satisfying strong feasibility (ie Slater's condition) simultaneously at its primal and …
problem satisfying strong feasibility (ie Slater's condition) simultaneously at its primal and …