Publication Date:
2014-02-26
Description:
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.
Keywords:
ddc:000
Language:
English
Type:
reportzib
,
doc-type:preprint
Format:
application/postscript
Format:
application/pdf