Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs

1 code implementation • 24 Oct 2017 • Yuzixuan, Zhu, Gabor Pataki, Quoc Tran-Dinh

We introduce Sieve-SDP, a simple algorithm to preprocess semidefinite programs (SDPs).

Optimization and Control 90-08, 90C22 (Primary) 90C25, 90C06 ( secondary)