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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Computational and Applied Mathematics Seminar
Mauricio de Oliveira
Department of MAE, UCSD
Numerical optimization assisted by noncommutative symbolic algebra
Abstract:
This talk describes how a symbolic computer algebra tool (NCAlgebra) that handles symbolic matrix (noncommutative) products can be used to assist the numerical solution of semidefinite programs where the variables are matrices. The idea is to keep matrix variables aggregated at all steps of a primal-dual interior-point algorithm in which symbolic expressions are automatically generated and used iteratively.
Host: Philip Gill
February 6, 2007
10:00 AM
AP&M 7321
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