Semidefinite Programming

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High Quality Content by WIKIPEDIA articles! High Quality Content by WIKIPEDIA articles! Semidefinite programming (SDP) is a subfield of convex optimization concerned with the optimization of a linear objective function over the intersection of the cone of positive semidefinite matrices with an affine space. Semidefinite programming is a relatively new field of optimization which is of growing interest for several reasons. Many practical problems in operations research and combinatorial optimization can be modeled or approximated as semidefinite programming problems. In automatic control theory, SDP's are used in the context of linear matrix inequalities. SDPs are in fact a special case of cone programming and can be efficiently solved by interior point methods.

Weitere Informationen

  • Allgemeine Informationen
    • GTIN 09786131158179
    • Editor Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
    • EAN 9786131158179
    • Format Fachbuch
    • Titel Semidefinite Programming
    • Herausgeber Betascript Publishing
    • Anzahl Seiten 124
    • Genre Mathematik

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