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Automated tight Lyapunov analysis for first-order methods. [PDF]

Math Program
Upadhyaya M, Banert S, Taylor AB, Giselsson P.   +3 more
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Semidefinite Programming

SIAM Review, 1996
In semidefinite programming, one minimizes a linear function subject to the constraint that an affine combination of symmetric matrices is positive semidefinite. Such a constraint is nonlinear and nonsmooth, but convex, so semidefinite programs are convex optimization problems. Semidefinite programming unifies several standard problems (e.g.
Lieven Vandenberghe, Stephen P. Boyd
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On the Complexity of Semidefinite Programs

Journal of Global Optimization, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lorant Porkolab, Leonid Khachiyan
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Conditioning of semidefinite programs

Mathematical Programming, 1999
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Madhu V. Nayakkankuppam, Michael L. Overton   +1 more
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The Simplest Semidefinite Programs are Trivial

Mathematics of Operations Research, 1995
We consider optimization problems of the following type: [Formula: see text] Here, tr(·) denotes the trace operator, C and X are symmetric n × n matrices, B is a symmetric m × m matrix and A(·) denotes a linear operator. Such problems are called semidefinite programs and have recently become the object of considerable interest due to important ...
Robert J. Vanderbei, Bing Yang
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Semidefinite programming

European Journal of Operational Research, 2002
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The Volumetric Barrier for Semidefinite Programming

Mathematics of Operations Research, 2000
We consider the volumetric barrier for semidefinite programming, or “generalized” volumetric barrier, as introduced by Nesterov and Nemirovskii. We extend several fundamental properties of the volumetric barrier for a polyhedral set to the semidefinite case.
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Semidefinite programming and combinatorial optimization

Mathematical Programming, 1997
We discuss the use of semidefinite programming for combinatorial optimization problems. The main topics covered include (i) the Lovász theta function and its applications to stable sets, perfect graphs, and coding theory, (ii) the automatic generation of strong valid inequalities, (iii) the maximum cut problem and related problems, and (iv) the ...
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Semidefinite Programming

2016
Diese Masterarbeit beschäftigt sich mit dem Thema der semidefiniten Programmierung und ihrer Anwendung im Bereich der Finanzwirtschaft. Es werden die theoretischen Grundlagen der semidefiniten Programmierung und darauf aufbauende Algorithmen vorgestellt. Danach werden verschiedene Anwendungen in der Finanzwirtschaft diskutiert.
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