Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization

• Published in: SIAM journal on optimization Vol. 5; no. 1; pp. 13 - 51
• Main Author: Alizadeh, Farid
• Format: Journal Article
• Language: English
• Published: Philadelphia Society for Industrial and Applied Mathematics 01.02.1995
• Subjects: Algorithms; Control theory; Eigenvalues; Graphs; Linear programming; Methods; Optimization; Semidefinite programming

This paper studies the semidefinite programming SDP problem, i.e., the optimization problem of a linear function of a symmetric matrix subject to linear equality constraints and the additional condition that the matrix be positive semidefinite. First the classical cone duality is reviewed as it is s...