Friday, December 11, 2020

Friday, December 11, 2020 — 3:30 PM EST

Title: Sparse PSD approximation of the PSD cone

Speaker: Santanu Dey Affiliation:

H. Milton Stewart School of Industrial and Systems Engineering at Georgia Institute of Technology

Zoom: Please email Emma Watson

Abstract:

While semidefinite programming (SDP) problems are polynomially solvable in theory, it is often difficult to solve large SDP instances in practice. One computational technique used to address this issue is to relax the global positive-semidefiniteness (PSD) constraint and only enforce PSD-ness on smaller k × k principal submatrices — we call this the sparse SDP relaxation.

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