Semidefinite Programming
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Semidefinite Programming

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High Quality Content by WIKIPEDIA articles! High Quality Content by WIKIPEDIA articles! 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 is a relatively new field of optimization which is of growing interest for several reasons. Many practical problems in operations research and combinatorial optimization can be modeled or approximated as semidefinite programming problems. In automatic control theory...