Sums of random symmetric matrices and quadratic optimization under orthogonality constraints

Mathematical Programming

Volumn 109, Issue 2-3, 2007, Pages 283-317

  Nemirovski, Arkadi ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Large deviations; Orthogonality constraints; Procrustes problem; Random perturbations of linear matrix inequalities; Semidefinite relaxations

Indexed keywords

CONSTRAINT THEORY; OPTIMIZATION; PERTURBATION TECHNIQUES; PROBLEM SOLVING;

LINEAR MATRIX INEQUALITIES; ORTHOGONALITY CONSTRAINTS; PROCRUSTES PROBLEMS; RANDOM PERTURBATIONS; SEMIDEFINITE RELAXATIONS;

MATRIX ALGEBRA;

EID: 33846707343     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-006-0033-0     Document Type: Conference Paper

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