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A clique graph based merging strategy for decomposable SDPs

Abstract:

Chordal decomposition techniques are used to reduce large structured positive semidefinite matrix constraints in semidefinite programs (SDPs). The resulting equivalent problem contains multiple smaller constraints on the nonzero blocks (or cliques) of the original problem matrices. This usually leads to a significant reduction in the overall solve time. A further reduction is possible by remerging cliques with significant overlap. The degree of overlap for which this is effective is dependent...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1016/j.ifacol.2020.12.1255

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
ORCID:
0000-0003-2189-7876
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
ORCID:
0000-0002-0456-4124
Publisher:
Elsevier Publisher's website
Journal:
IFAC-PapersOnLine Journal website
Volume:
53
Issue:
2
Pages:
7355-7361
Publication date:
2021-04-14
Acceptance date:
2020-02-27
Event title:
21st IFAC World Congress
Event location:
Berlin, Germany
Event website:
https://www.ifac2020.org/
Event start date:
2020-07-12
Event end date:
2020-07-17
DOI:
EISSN:
2405-8963
Language:
English
Keywords:
Pubs id:
1090531
Local pid:
pubs:1090531
Deposit date:
2020-03-02

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