Search Results for author: Robbie Vreugdenhil

Found 1 papers, 1 papers with code

Principal Component Hierarchy for Sparse Quadratic Programs

1 code implementation25 May 2021 Robbie Vreugdenhil, Viet Anh Nguyen, Armin Eftekhari, Peyman Mohajerin Esfahani

We propose a novel approximation hierarchy for cardinality-constrained, convex quadratic programs that exploits the rank-dominating eigenvectors of the quadratic matrix.

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