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

E. de Klerk, C. Dobre, D.V. Pasechnik

Research output: Contribution to journalArticleScientificpeer-review

Abstract

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.
Original languageEnglish
Pages (from-to)91-111
JournalMathematical Programming
Volume129
Issue number1
Publication statusPublished - 2011

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