Iterative LP and SOCP-based approximations to SDPs
Speaker:
Georgina Hall
Location:
Room Flageolet, Turing building
Date:
Tue, 28 Jun 2016, 15:00-16:00
Abstract: We develop techniques for approximating SDPs with LPs and SOCPs. Our algorithms iteratively grow an inner approximation to the PSD cone using a column generation scheme and/or a change of basis scheme involving Cholesky decompositions. This is a continuation of the previous talk.