Semidefinite Programing (SDP): Difference between revisions
Jump to navigation
Jump to search
No edit summary |
No edit summary |
||
| Line 1: | Line 1: | ||
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 (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]]. | ||
<B>Context:</B> | * <B>Context:</B> | ||
** It is an optimization problem of the form: | ** \begin{align*}It is an optimization problem of the form:<math>\\</math>Minimize <math>C.X \\ such \& that A_i X=b_i,i=1,\dots,m \\ X \geq 0</math>\end{align*} | ||
Minimize <math>C.X \\ such \& that A_i X=b_i,i=1,\dots,m \\ X \geq 0</math> | |||
Revision as of 13:07, 11 January 2016
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.
- Context:
- \begin{align*}It is an optimization problem of the form:[math]\displaystyle{ \\ }[/math]Minimize [math]\displaystyle{ C.X \\ such \& that A_i X=b_i,i=1,\dots,m \\ X \geq 0 }[/math]\end{align*}