Numerical block diagonalization of matrix *-algebras with application to semidefinite programming

• 成果类型: Article; Proceedings Paper
• 署名作者: de Klerk, Etienne; Dobre, Cristian; Pasechnik, Dmitrii V.
• 署名单位: Tilburg University; Tilburg University; Nanyang Technological University
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-011-0461-3
• 发表日期: 2011
• 页码: 91-111
• 关键词: exploiting group symmetry; upper-bounds; terwilliger algebra; optimization; numbers; CODES

摘要

Semidefinite programming (SDP) is one of the most active areas in mathematical programming, due to varied applications and the availability of interior point algorithms. In this paper we propose a new pre-processing technique for SDP instances that exhibit algebraic symmetry. We present computational results to show that the solution times of certain SDP instances may be greatly reduced via the new approach.