Lecture: Extension of ADMM for Semidefinite programme

Master data
Title: Extension of ADMM for Semidefinite programme
Description:

This short talk shows extending AlternatingDirection Method of Multiplier (ADMM) for Semidefinite Programme (SDP) withinequality constrains. To extend ADMM, a special formulation for SDP is statedand it shows efficiency in computation. We also use an efficient method forupdating penalty parameters. Those improvements show efficiency in practice fornumerical tests such as Max-Cut problem with triangular inequality.
Keywords:
Type: Invited speaker
Homepage: https://www.mfo.de/occasion/1923/www_view
Event: Oberwolfach Workshop -Mixed-integer Nonlinear Optimization: a hatchery for modern mathematics (Mathematisches Forschungsinstitut Oberwolfach)
Date: 04.06.2019
lecture status:

Assignment
Organisation Address
Fakultät für Technische Wissenschaften
  Institut für Mathematik
Universitätsstraße 65-67
9020 Klagenfurt am Wörthersee
Austria
   math@aau.at
https://www.aau.at/mathematik
To organisation
Universitätsstraße 65-67
AT - 9020  Klagenfurt am Wörthersee

Categorisation
Subject areas
  • 101011 - Graph theory
  • 101014 - Numerical mathematics
  • 101015 - Operations research
  • 101016 - Optimisation
Research Cluster No research Research Cluster selected
Focus of lecture
  • Science to Science (Quality indicator: I)
Classification raster of the assigned organisational units:
Group of participants
  • Mainly international
Published?
  • No
Keynote speaker
  • No
working groups
  • Diskrete Mathematik und Optimierung

Cooperations
No partner organisations selected