| Article ID: | iaor20052340 |
| Country: | Netherlands |
| Volume: | 133 |
| Issue: | 1 |
| Start Page Number: | 85 |
| End Page Number: | 97 |
| Publication Date: | Jan 2005 |
| Journal: | Annals of Operations Research |
| Authors: | Muramatsu Masakazu |
| Keywords: | programming (semidefinite) |
We propose a class of semidefinite programming (SDP) problems for which an optimal solution can be calculated directly, i.e., without using an iterative method. Several classes of such SDP problems have been proposed. Among them, Vanderbei and Yang, Ohara, and Wolkovicz are well known. We show that our class contains all of the three classes as special cases.