Random Projections for Quadratically Constrained Quadratic Programs
Speaker:
Leo Liberti, Centre national de la recherche scientifique (CNRS) and Ecole Polytechnique
Date and Time:
Tuesday, December 6, 2022 - 3:30pm to 4:00pm
Location:
Fields Institute, Stewart Library
Abstract:
Random projections are random matrices that map a finite set of points into a smaller-dimensional space, so that the two point sets are approximately congruent. We look at their application to mathematical programming, and, specifically, to QCQPs.