On Hazan’s Algorithm for Symmetric Programming Problems

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Abstract

We describe the generalization of Hazan’s algorithm for symmetric programming problems. It is shown that the crucial low-rank approximation property to an optimal solution is preserved in this setting. Moreover, this setting is natural for preserving this property. It is explicitly shown how to use the decomposition of a symmetric cone into a direct sum of its irreducible components to reduce the computational complexity of the algorithm.

Keywords

Symmetric programming Euclidean Jordan algebras Low-rank approximations to optimal solutions  

Mathematics Subject Classification

90C25 17C20 
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Notes

Acknowledgments

This research was supported in part by the Simmons Foundation Grant 275013.

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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of Notre DameNotre DameUSA

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