Detecting redundancy in optimization problems over intersection of ellipsoids

Research output: Contribution to journalArticle

Abstract

An ellipsoid within a system of ellipsoids is called redundant if it contains the intersection of all the other ellipsoids. We provide a semidefinite programming based method that uses the probabilistic Semidefinite Stand-and-Hit (SSH) algorithm for detecting redundant ellipsoids. This detects more complicated instances of redundancy than those found by the S-procedure.

Original languageEnglish (US)
Pages (from-to)183-194
Number of pages12
JournalJournal of Interdisciplinary Mathematics
Volume5
Issue number2
DOIs
StatePublished - Dec 1 2002

Keywords

  • Ellipsoidal constraints
  • Redundancy
  • S-procedure
  • Semidefinite programming

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics

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