Jump to content

Semidefinite programming

From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by Hardybosse (talk | contribs) at 11:50, 3 May 2006. The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
(diff) ← Previous revision | Latest revision (diff) | Newer revision → (diff)

(* This article is under construction *)


Semidefinite programming (SDP) is a mathematic area, concerned with special optimization problems: the optimization of a linear objective function over the intersection of the cone of positive semidefinite matricies with an affine space.

As a set of subproblems, SDP covers linear programming.