Low-Rank SDPの局所最適性の解析

大根 努; 森 耕平

doi:10.11509/sci.SCI06.0.75.0

Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers

The 50th Annual Conference of the Institute of Systems, Control and Information Engineers

Session ID : 3F3-2

DOI https://doi.org/10.11509/sci.SCI06.0.75.0

Conference information

Host: The Institute of Systems, Control and Information Engineers

Local Optimality of Low-Rank SDP

*Tsutomu Ohne, Kohei Mori

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Keywords: Low-Rank SDP, Optimality, optimization problem

CONFERENCE PROCEEDINGS FREE ACCESS

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Abstract

We consider SemiDefinite Programming problems with a rank constraint which are not convex for the presence of the rank constraint. The formulation provides optimization problems between quadratic optimization and SDP. We show some properties of Low-Rank SDP, especially for cases that the problems is not identified with SDP.

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