Semidefinite Programming Problems
碩士 === 國立交通大學 === 應用數學系所 === 98 === In semidefinite programming problems one minimizes a linear function subject to some constraints which requires an affine combination of symmetric matrices to be positive semidefinite. The constraints may not be linear but it is convex so semidefinite programming...
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55890764615335869363 |
| Summary: | 碩士 === 國立交通大學 === 應用數學系所 === 98 === In semidefinite programming problems one minimizes a linear function subject to some constraints which requires an affine combination of symmetric matrices to be positive semidefinite. The constraints may not be linear but it is convex so semidefinite programming problems are convex optimization problems. In this paper we give some basic properties and fundamental theorems with their proofs regrading semidefinite programming problems.
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