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Numerical Optimization Assisted by Noncommutative Symbolic Algebra
Mauricio de Oliveira
Department of MAE
UC San Diego
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.
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