28-05-2024
The Center of Mathematics and Applications (NOVA Math), promote the Seminar of Operations Research with the title: “Extensions and variational formulations of the cp-rank”. Immanuel M. Bomze (Department of Statistics and Operations Research (ISOR)) is the speaker.
Abstract: This is a progress report on two separate research projects, both concerned with studies on the cp-rank, a matrix parameter which plays a crucial role in conic optimization used for tight bounds of hard problems. In the symmetric case, lower and upper bounds in (quadratic) terms of the order are known which are asymptotically tight.
We will discuss an extension to non-symmetric square matrices and characterize it by a variational formulation. This results in a QCQP under conic constraints. Going back to the original concept of cp-rank for symmetric matrices, we will show by example that the standard Burer relaxation of the quadratic and linear constraints will yield useless bounds.
Monday, 17 June 2024, 14h00.