Chee-Khian Sim

An optimizer/operational researcher with numerous years of experience in teaching fundamental mathematics and advanced operational research courses, and academic research experience in modelling, solving optimisation problems, with industrial experience in information technology.

On Finding a Generalized Lowest Rank Solution to a Linear Semi-definite Feasibility Problem

  • Chee-Khian Sim
    • Categories Linear, Cone and Semidefinite Programming

    In this note, we generalize the affine rank minimization problem and the vector cardinality minimization problem and show that the resulting generalized problem can be solved by solving a sequence of continuous concave minimization problems. In the case of the vector cardinality minimization problem, we show that it can be solved by solving the continuous … Read more

    A Note on Superlinear Convergence of a Primal-dual Interior Point Method for Nonlinear Semi-definite Programming

  • Chee-Khian Sim
    • Categories Nonlinear Optimization

    We replace one of the assumptions (nondegeneracy assumption) in [9] to show that the main results in [9] still hold. We also provide a simple example to show that the new assumption is satisfied, while the original assumption is not satisfied, with other assumptions being satisfied. This example shows that the new assumption does not … Read more

    Superlinear Convergence of Infeasible Predictor-Corrector Path-Following Interior Point Algorithm for SDLCP using the HKM Direction

  • Chee-Khian Sim
    • Categories Semi-definite Programming

    Interior point method (IPM) defines a search direction at each interior point of a region. These search directions form a direction field which in turn gives rise to a system of ordinary differential equations (ODEs). The solutions of the system of ODEs can be viewed as underlying paths in the interior of the region. In … Read more