Semidefinite programming |
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Affiliation: | 1. College of Mathematics and System Sciences, Xinjiang University, Urumqi, Xinjiang 830046, China;2. College of Mathematics Physics and Information Engineering, Zhejiang Normal University, Jinhua, Zhejiang 321004, China;3. Naveen Jindal School of Management, University of Texas at Dallas, Richardson, TX 75080, USA |
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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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