Semidefinite Programming
Please always quote using this URN: urn:nbn:de:0297-zib-4382
- Due to its many applications in control theory, robust optimization, combinatorial optimization and eigenvalue optimization, semidefinite programming had been in wide spread use even before the development of efficient algorithms brought it into the realm of tractability. Today it is one of the basic modeling and optimization tools along with linear and quadratic programming. Our survey is an introduction to semidefinite programming, its duality and complexity theory, its applications and algorithms.
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| Author: | Christoph Helmberg |
|---|---|
| Document Type: | ZIB-Report |
| Tag: | semidefinite programming |
| MSC-Classification: | 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C25 Convex programming |
| Date of first Publication: | 1999/12/23 |
| Series (Serial Number): | ZIB-Report (SC-99-49) |
| ZIB-Reportnumber: | SC-99-49 |
| Published in: | Appeared in: European Journal of Operational Research 137 (2002) 461-482 |
