Semidefinite programming, convex relaxations, and low rank structure
- Series
- Research Horizons Seminar
- Time
- Wednesday, November 3, 2021 - 12:30 for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Diego Cifuentes – Georgia Tech – diego.cifuentes@isye.gatech.edu
Semidefinite programming (SDP) is a very well behaved class of convex optimization problems. We will introduce this class of problems, illustrate how it allows to approximate many practical nonconvex optimization problems, and discuss the role of low rank structure.