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Conditioning of semidefinite programs

โœ Scribed by Madhu V. Nayakkankuppam; Michael L. Overton


Publisher
Springer-Verlag
Year
1999
Tongue
English
Weight
137 KB
Volume
85
Category
Article
ISSN
0025-5610

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A wide variety of nonlinear convex optimization problems can be cast as problems involving linear matrix inequalities (LMIs), and hence efficiently solved using recently developed interior-point methods. In this paper, we will consider two classes of optimization problems with LMI constraints: (1)