Venkat Chandrasekaran – Software

Latent Variable Graphical Model Selection via Convex Optimization

V. Chandrasekaran, P. A. Parrilo, and A. S. Willsky, Latent Variable Graphical Model Selection via Convex Optimization, Annals of Statistics (with discussion), Vol. 40, No. 4, August 2012.

Download the software to solve the convex program in this paper. This code was kindly provided by Professor Kim-Chuan Toh, and is based on the LogDetPPA package.

Convex Relaxations for Signomial and Polynomial Optimization

R. Murray, V. Chandrasekaran, and A. Wierman, Signomial and Polynomial Optimization via Relative Entropy and Partial Dualization, preprint.

V. Chandrasekaran and P. Shah, Relative Entropy Relaxations for Signomial Optimization, SIAM Journal on Optimization, Vol. 26, No. 2, May 2016.

See here for code to solve convex relaxations to obtain bounds on signomial and polynomial optimization problems