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Linear programming with positive semi-definite matrices

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Publication:1286269
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DOI10.1155/S1024123X96000452zbMath0919.90108OpenAlexW2099235735MaRDI QIDQ1286269

Jean-Bernard Lasserre

Publication date: 3 May 1999

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48215


zbMATH Keywords

duality gapsufficient conditionexistence of optimal solutionscone of positive semidefinite matricessimplex-like algorithm


Mathematics Subject Classification ID

Linear programming (90C05)


Related Items (5)

A variant of the dual simplex method for a linear semidefinite programming problem ⋮ Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems ⋮ A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem ⋮ Two-phase simplex method for linear semidefinite optimization ⋮ A pivoting procedure for a class of second-order cone programming




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