Semidefinite Programing (SDP): Difference between revisions
Jump to navigation
Jump to search
(Created page with "Semidefinite programming (SDP) is a subfield of convex optimization concerned with the optimization of a linear objective function (an objective function is a user-specified f...") |
(No difference)
|
Revision as of 12:48, 11 January 2016
Semidefinite programming (SDP) is a subfield of convex optimization concerned with the optimization of a linear objective function (an objective function is a user-specified function that the user wants to minimize or maximize) over the intersection of the cone of positive semidefinite matrices with an affine space, i.e., a spectrahedron.