Abstract
We discuss the application of random projections to conic programming: notably linear, second-order and semidefinite programs. We prove general approximation results on feasibility and optimality using the framework of formally real Jordan algebras. We then discuss some computational experiments on randomly generated semidefinite programs in order to illustrate the practical applicability of our ideas
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.