Back to Search Start Over

Random projections for conic programs

Authors :
Ky Khac Vu
Pierre-Louis Poirion
Leo Liberti
Laboratoire d'informatique de l'École polytechnique [Palaiseau] (LIX)
Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X)
RIKEN Center for Advanced Intelligence Project [Tokyo] (RIKEN AIP)
RIKEN - Institute of Physical and Chemical Research [Japon] (RIKEN)
FPT University
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.

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⟩