Semidefinite programming — an introduction
نویسنده
چکیده
Interior point methods can be extended to a number of cones (self-dual homogeneous cones) • Rn (linear programming) • vectorized symmetric matrices over real numbers (semidefinite programming) • vectorized Hermitian matrices over complex numbers • vectorized Hermitian matrices over quaternions • vectorized Hermitian 3×3 matrices over octonions Grötschel, Lovász and Schrijver [3]: semidefinite programming solved in polynomial time • semidefinite relaxations attractive tool • Modeling part not well-developed Concrete semidefinite optimizers: Sturm [6], Toh, Tutuncu and Todd [7], Fujisawa, Kojima and Nakata [2].
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