RIKEN Center for Advanced Intelligence Project (AIP), Open Space
Nihonbashi 1-chome Mitsui Building, 15th floor,1-4-1 Nihonbashi, Chuo-ku
Speaker:
Dr. Pierre-Louis POIRION (Mathematical and Algorithmic Science Lab at Huawei Technologies France, France)
Title:
Random projections for symmetric cone programming
Abstract:
The well-known Johnson-Lindenstrauss lemma states that there are random matrices with surprisingly few rows that approximately preserve pairwise Euclidean distances among a set of points. In this talk, we exploit this result to prove that one can approximately solve, with a probabilistic algorithm, a Symmetric Cone Program with a large set of equality constraints by solving a projected version having a much smaller set of constraints.
We will more particularly study the LP case and show that our algorithm can solve large randomly generated LP instances.
Public events of RIKEN Center for Advanced Intelligence Project (AIP)
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