LINEAR AND NONLINEAR SEMIDEFINITE PROGRAMMING

Pesquisa Operacional

Walter Gómez Bofill¹  Juan A. Gómez¹ 

关键词: Semidefinite programming;    nonlinear semidefinite programming;    Euclidean completion matrices;   

DOI  :  10.1590/0101-7438.2014.034.03.0495

来源: SciELO

【 摘 要 】

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.

【 授权许可】

CC BY   
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