3376

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

A Randomized Approach to Solving Semidefinite Programs

Наименование конференции: 

  • IFAC Workshops “Adaptation and Learning in Control and Signal Processing”

Город: 

  • -

Издательство: 

  • -

Год издания: 

2007

Страницы: 

-
Аннотация
Proposed is a novel iterative method for solving semi\-def\-inite programs. It exploits the ideology of cutting hyperplane through the center of mass of a convex body. To estimate the center of mass, we use a random walk technique known as the Hit-and-Run algorithm. The results of numerical simulations are compared to those obtained with presently available approaches. Robust versions of the method are considered, where the coefficient matrices contain norm-bounded uncertainties.

Библиографическая ссылка: 

Поляк Б.Т., Щербаков П.С. A Randomized Approach to Solving Semidefinite Programs / . -: -, 2007. С. -.