Semidefinite programming

Semidefinite programming

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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:
Keywords: duality, interior point methods, semidefinite programming
Abstract:

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.

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