A Simple Iterative Method for Linear and Semidefinite Programming

presentation at the meeting on Optimization and Applications at Mathematisches Forschungsinstitut Oberwolfach, Jan 13-19/02.

Abstract (text file):; the presentation (ps file))

This talk is based on several papers; principally, on the papers
dealing with semidefinite programming and its applications.
The book

HANDBOOK OF SEMIDEFINITE PROGRAMMING: Theory,
Algorithms, and Applications, Kluwer, Feb. 2000,
provides the main source of the material.

Details results appear in the papers:
Simple Efficient Solutions for Semidefinite Programming
and
A Simple Iterative Method for Linear Programming

Title of presentation:

Semidefinite Programing and Matrix Completions for Partial Hermitian Matrices

colloquium talk at Lehrstuhl für Mathematische Optimierung, Duesseldorf, Friday, Jan. 11, 2002, 5PM.

Abstract (text file):; the presentation (ps file))

This talk is based on several papers; principally, on the papers
dealing with completion problems.
The paper

Positive definite completions of
partial {H}ermitian matrices
(GRONE, B. and JOHNSON, C.R. and MARQUES de SA, E. and WOLKOWICZ, H.)
presents a characterization for completion using chordality of graphs;

while the three papers:

AN INTERIOR-POINT METHOD FOR APPROXIMATE POSITIVE
SEMIDEFINITE COMPLETIONS and

Solving Euclidean distance matrix completion problems via
semidefinite programming and
Two Theorems On Euclidean Distance Matrices and Gale Transform

present primal-dual interior-point methods/theory for solving approximate
completion problems. A summary of these results is presented in

Matrix Completion Problems, in the
Handbook of Semidefinite Programming, Kluwer Academic, 2000.

Travel: train map in Germany (Frankfurt near middle, Offenburg in South-West is closest main train station to Oberwolfach - then connect further on). See also: map of Germany; University of Cologne; University at Duesseldorf.

Mail to: hwolkowicz@.uwaterloo.ca

(C) Copyright Henry Wolkowicz, 1991.