Department of Mathematics,
University of California San Diego
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Math 278C: Optimization and Data Science
Prof. Tingting Tang
San Diego State University
On computing the nonlinearity interval and MAPs of SDPs
Abstract:
In this talk, I will talk about the parametric analysis of semidefinite optimization problems w.r.t. the perturbation of the objective function along a fixed direction and on a compact set. For the perturbation along a fixed direction, it is proven that the continuity of the optimal set mapping could fail on a nonlinearity interval and the set of points where this failure occurs is finite. A numerical method is developed to numerically compute the nonlinearity interval and generalize to perturbations on a compact set. For multi-variable perturbations, a maximal analytic perturbation set (MAPs) is defined on which the analyticity of the optimal mapping holds. Numerical examples are given to demonstrate the performance.
Host: Jiawang Nie
March 6, 2024
3:00 PM
APM 7321
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