Numerical Optimization Assisted by Noncommutative Symbolic Algebra
Mauricio de Oliveira
UCSD Department of MAE
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.
Tuesday, February 6, 2007
11:00AM AP&M 2402
Center for Computational Mathematics9500 Gilman Dr. #0112La Jolla, CA 92093-0112Tel: (858)534-9813