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 rec...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Sociedade Brasileira de Pesquisa Operacional
2014-12-01
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Series: | Pesquisa Operacional |
Subjects: | |
Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300495&lng=en&tlng=en |