LINEAR AND NONLINEAR SEMIDEFINITE PROGRAMMING
This paper provides a short introduction to optimization problems with semidefinite constraints. Basic duality and optimality conditions are presented. For linear semidefinite programming some advances by dealing with degeneracy and the semidefinite facial reduction are discussed. Two relatively recent areas of application are presented. Finally a short overview of relevant literature on algorithmic approaches for efficiently solving linear and nonlinear semidefinite programming is provided.
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| Main Authors: | , |
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| Format: | Digital revista |
| Language: | English |
| Published: |
Sociedade Brasileira de Pesquisa Operacional
2014
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| Online Access: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300495 |
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