Polynomial time solvability of non-symmetric semidefinite programming |
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Authors: | Sheng-Long Hu |
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Institution: | Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, PR China |
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Abstract: | In this paper, we consider semidefinite programming with non-symmetric matrices, which is called non-symmetric semidefinite programming (NSDP). We convert such a problem into a linear program over symmetric cones, which is polynomial time solvable by interior point methods. Thus, the NSDP problem can be solved in polynomial time. Such a result corrects the corresponding result given in the literature. Similar methods can be applied to nonlinear programming with non-symmetric matrices. |
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Keywords: | Non-symmetric semidefinite programming Polynomial time Interior point method |
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