CORDIS Project
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This project develops efficient algorithms for solving large-scale semidefinite programming problems, which are essential for various applications in statistical learning and signal processing. By leveraging new techniques, it aims to enhance optimization capabilities for complex, nonlinear problems that traditional me…
Interior point algorithms and a dramatic growth in computing power have revolutionized optimization inthe last two decades.
Highly nonlinear problems which were previously thought intractable are nowroutinely solved at reasonable scales.
Semidefinite programs (i.e. linear programs on the cone of positivesemidefinite matrices) are a perfect example of this trend: reasonably large, highly nonlinear but convexeigenvalue optimization problems are now solved efficiently by reliable numerical packages…
CENTRE NATIONAL DE LA RECHERCHE SCIENTIFIQUE CNRS
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