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...

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