图 书 馆
半定规划和机器学习中的弦稀疏Chordal Sparsity in Semidefinite Programming and Machine Learning |
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| 课程网址: | http://videolectures.net/nipsworkshops09_vandenberghe_css/ |
| 主讲教师: | Lieven Vandenberghe |
| 开课单位: | 加州大学 |
| 开课时间: | 2010-01-19 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Chordal graphs play a fundamental role in algorithms for sparse matrix factorization, graphical models, and matrix completion problems. In matrix optimization chordal sparsity patterns can be exploited in fast algorithms for evaluating the logarithmic barrier function of the cone of positive definite matrices with a given sparsity pattern and of the corresponding dual cone. We will give a survey of chordal sparse matrix methods and discuss two applications in more detail: linear optimization with sparse matrix cone constraints, and the approximate solution of dense quadratic programs arising in support vector machine training. |
| 关 键 词: | 稀疏矩阵; 分解算法; 圆锥对数障碍函数; 线性优化 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-06：zyk |
| 阅读次数: | 56 |