2018/4/5 20:11

要旨

Speaker:
Dr. Pierre-Louis POIRION (Mathematical and Algorithmic Science Lab at Huawei Technologies France, France)

Title:
Random projections for symmetric cone programming

Abstract:
The well-known Johnson-Lindenstrauss lemma states that there are random matrices with surprisingly few rows that approximately preserve pairwise Euclidean distances among a set of points. In this talk, we exploit this result to prove that one can approximately solve, with a probabilistic algorithm, a Symmetric Cone Program with a large set of equality constraints by solving a projected version having a much smaller set of constraints.
We will more particularly study the LP case and show that our algorithm can solve large randomly generated LP instances.

詳細情報

日時 2018/04/24(火) 17:15 - 18:00
URL https://c5dc59ed978213830355fc8978.doorkeeper.jp/events/73029

場所

〒103-0027 東京都中央区日本橋1-4-1 日本橋一丁目三井ビルディング 15階