On polyhedral and second-order cone decompositions of semidefinite optimization problems
We study a cutting-plane method for semidefinite optimization problems, and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's diameter, we argue the method performs well when ini...
Main Authors: | , |
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Other Authors: | , |
Format: | Article |
Language: | English |
Published: |
Elsevier BV,
2021-02-22T21:52:59Z.
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Subjects: | |
Online Access: | Get fulltext |