Reconstruction with Noisy Data: An Approach via Eigenvalue Optimization

This paper studies the semidefinite programming SDP problem, i.e., the optimization problem of a linear function of a symmetric matrix subject to linear equality constraints and the additional condition that the matrix be positive semidefinite. First the ...

A central drawback of primal-dual interior point methods for semidefinite programs is their lack of ability to exploit problem structure in cost and coefficient matrices. This restricts applicability to problems of small dimension. Typically, ...