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Random projections for conic programs
- Source :
- Linear Algebra and its Applications, Linear Algebra and its Applications, Elsevier, 2021, 626, pp.204-220. ⟨10.1016/j.laa.2021.06.010⟩
- Publication Year :
- 2021
-
Abstract
- International audience; We discuss the application of random projections to conic programming: notably linear, second-order and semidefinite programs. We prove general approximation results on feasibility and optimality using the framework of formally real Jordan algebras. We then discuss some computational experiments on randomly generated semidefinite programs in order to illustrate the practical applicability of our ideas.
- Subjects :
- [MATH.MATH-AC]Mathematics [math]/Commutative Algebra [math.AC]
010103 numerical & computational mathematics
01 natural sciences
ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION
FOS: Mathematics
Discrete Mathematics and Combinatorics
Mathematics - Numerical Analysis
0101 mathematics
Johnson-Lindenstrauss Lemma
Approximation
Mathematics - Optimization and Control
Mathematics
Numerical Analysis
Mathematical Programming
90C22, 90C06
Algebra and Number Theory
Conic programming
Probability (math.PR)
010102 general mathematics
Jordan algebra
Order (ring theory)
Numerical Analysis (math.NA)
[INFO.INFO-RO]Computer Science [cs]/Operations Research [cs.RO]
Algebra
Optimization and Control (math.OC)
Conic section
Computer Science::Programming Languages
Geometry and Topology
2000 MSC: 90C22, 90C06
Mathematics - Probability
Subjects
Details
- Language :
- English
- ISSN :
- 00243795
- Database :
- OpenAIRE
- Journal :
- Linear Algebra and its Applications, Linear Algebra and its Applications, Elsevier, 2021, 626, pp.204-220. ⟨10.1016/j.laa.2021.06.010⟩
- Accession number :
- edsair.doi.dedup.....dd94f715f38fcca55d046c9acfe305e8
- Full Text :
- https://doi.org/10.1016/j.laa.2021.06.010⟩