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4. Semidefinite Programming
[chapter]
2001
Lectures on Modern Convex Optimization
In semide nite programming one minimizes a linear function subject to the constraint that an a ne combination of symmetric matrices is positive semide nite. Such a constraint is nonlinear and nonsmooth, but convex, so semide nite programs are convex optimization problems. Semide nite programming uni es several standard problems (e.g., linear and quadratic programming) and nds many applications in engineering and combinatorial optimization. Although semide nite programs are much more general
doi:10.1137/1.9780898718829.ch4
fatcat:54pwgbfqezd4rnmqewhsccilmq