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  • 标题:A STRUCTURAL GEOMETRICAL ANALYSIS OF WEAKLY INFEASIBLE SDPS
  • 本地全文:下载
  • 作者:Bruno F. Lourenço ; Masakazu Muramatsu ; Takashi Tsuchiya
  • 期刊名称:日本オペレーションズ・リサーチ学会論文誌
  • 印刷版ISSN:0453-4514
  • 电子版ISSN:2188-8299
  • 出版年度:2016
  • 卷号:59
  • 期号:3
  • 页码:241-257
  • DOI:10.15807/jorsj.59.241
  • 出版社:Japan Science and Technology Information Aggregator, Electronic
  • 摘要:In this article, we develop a detailed analysis of semidefinite feasibility problems (SDFPs) to understand how weak infeasibility arises in semidefinite programming. This is done by decomposing a SDFP into smaller problems, in a way that preserves most feasibility properties of the original problem. The decomposition utilizes a set of vectors (computed in the primal space) which arises when we apply the facial reduction algorithm to the dual feasible region. In particular, we show that for a weakly infeasible problem over n × n matrices, at most n -1 directions are required to approach the positive semidefinite cone. We also present a discussion on feasibility certificates for SDFPs and related complexity results.
  • 关键词:Optimization;weak infeasibility;semidefinite programming
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