Article ID: | iaor20023448 |
Country: | Netherlands |
Volume: | 137 |
Issue: | 3 |
Start Page Number: | 461 |
End Page Number: | 482 |
Publication Date: | Mar 2002 |
Journal: | European Journal of Operational Research |
Authors: | Helmberg C. |
Keywords: | duality, interior point methods, semidefinite programming |
Due to its many applications in control theory, robust optimization, combinatorial optimization and eigenvalue optimization, semidefinite programming had been in widespread 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.