Semidefinite programming, convex relaxations, and low rank structure

Series
Research Horizons Seminar
Time
Wednesday, November 3, 2021 - 12:30pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Diego Cifuentes – Georgia Tech – diego.cifuentes@isye.gatech.eduhttps://www.isye.gatech.edu/users/diego-cifuentes-pardo
Organizer
Christopher DuPre

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.