Semidefinite programming (SDP) is one of the most active areas in mathematical programming, due to varied applications and the availability of interior point algorithms. In this paper we propose a new pre-processing technique for SDP instances that exhibit algebraic symmetry. We present computational results to show that the solution times of certain SDP instances may be greatly reduced via the new approach.
Preprint, Department of Econometrics and OR, Tilburg University, The Netherlands (2009).
View Numerical block diagonalization of matrix hBcalgebras with application to semidefinite programming