Semidefinite Programming

DOI10.1137/1038003zbMath0845.65023WikidataQ84355342 ScholiaQ84355342MaRDI QIDQ4877532

Lieven Vandenberghe, Stephen P. Boyd

Publication date: 9 September 1996

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1038003

zbMATH Keywords

convex optimization; semidefinite programming; combinatorial optimization; primal-dual interior-point methods; survey article

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C22: Semidefinite programming

90C25: Convex programming

90C51: Interior-point methods

90C27: Combinatorial optimization

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

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semi-infinite and semi-definite programming, Unnamed Item, Complete solution for unambiguous discrimination of three pure states with real inner products, Quantum State Reconstruction via Continuous Measurement, The determinant bound for discrepancy is almost tight, Optimal Designs for Rational Function Regression, Computation of the distance to semi-algebraic sets, Finding Extremal Periodic Orbits with Polynomial Optimization, with Application to a Nine-Mode Model of Shear Flow, Bounding Extreme Events in Nonlinear Dynamics Using Convex Optimization, A Decomposition Algorithm for the Sums of the Largest Eigenvalues, Contextuality, memory cost and non-classicality for sequential measurements, Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs, Semidefinite Programming and Nash Equilibria in Bimatrix Games, Orthogonal Trace-Sum Maximization: Applications, Local Algorithms, and Global Optimality, Covariate Regularized Community Detection in Sparse Graphs, Unnamed Item, On a novel approach to planning cylindrical cutter location for flank milling of ruled surfaces, Hankel-norm approximation of FIR filters: a descriptor-systems based approach, SEQUENTIAL SEMIDEFINITE PROGRAMMING FOR OPTIMIZATION OF FRAMED STRUCTURES UNDER MULTIMODAL BUCKLING CONSTRAINTS, On the Generation of Positivstellensatz Witnesses in Degenerate Cases, Bounding the support of a measure from its marginal moments, Performance bounds and suboptimal policies for linear stochastic control via LMIs, Estimation of noise covariance matrices for periodic systems, Testing the Dimension of Hilbert Spaces, Pure State Estimation and the Characterization of Entanglement, Robust admissibility of uncertain switched singular systems, A Subspace Method for Large-Scale Eigenvalue Optimization, On the trade-off between feasibility and performance in bilinear and state-affine model-based predictive control, SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems, Linear Conic Optimization for Inverse Optimal Control, A Second-Order Bundle Method Based on -Decomposition Strategy for a Special Class of Eigenvalue Optimizations, Stable Camera Motion Estimation Using Convex Programming, A unifying framework for several cutting plane methods for semidefinite programming, Scalable Low-Rank Semidefinite Programming for Certifiably Correct Machine Perception, 5 Post-processing methods for passivity enforcement, AN INTERIOR POINT APPROACH FOR SEMIDEFINITE OPTIMIZATION USING NEW PROXIMITY FUNCTIONS, A Maximum Likelihood Approach to Density Estimation with Semidefinite Programming, Knowledge-based semidefinite linear programming classifiers, Cutting plane algorithms for robust conic convex optimization problems, Robust linear time-varying control for trajectory tracking: computation and an experimental application, Optimal periodic feedback design for continuous-time LTI systems with constrained control structure, Detection of Lines by Combinatorial Optimization, Subgraph Matching with Semidefinite Programming, Low-Rank and Sparse Multi-task Learning, Process Flexibility: A Distribution-Free Bound on the Performance of k-Chain, Fault estimation observer design for discrete‐time systems in finite‐frequency domain, Semidefinite Approximations of Projections and Polynomial Images of SemiAlgebraic Sets, Optimal Counterfeiting Attacks and Generalizations for Wiesner’s Quantum Money, Finding graph embeddings by incremental low-rank semidefinite programming, Analysis and Design of Jump Coefficients in Discrete Stochastic Diffusion Models, Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems, Probabilistic algorithms for extreme point identification, A logarithm barrier method for semi-definite programming, Regional stabilisation of polynomial non-linear systems using rational Lyapunov functions, Interior Point Methods for Nonlinear Optimization, A sequential iteration algorithm with non-monotoneous behaviour in the method of projections onto convex sets, Robust portfolio selection under downside risk measures, Implementation of FIR control for H _∞ output feedback stabilisation of linear systems, Dynamic hedging of basket options under proportional transaction costs using receding horizon control, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, A Newton-bracketing method for a simple conic optimization problem, Unnamed Item, Non-unique games over compact groups and orientation estimation in cryo-EM, On Polyhedral Approximations of the Positive Semidefinite Cone, Exploiting low-rank structure in semidefinite programming by approximate operator splitting, Modern compressive tomography for quantum information science, Convergent Algorithms for a Class of Convex Semi-infinite Programs, Lifting for Simplicity: Concise Descriptions of Convex Sets, Analysis of Linear Partial Differential Equations Using Convex Optimization, Data Collection in Population Protocols with Non-uniformly Random Scheduler, Characterizing multipartite entanglement classes via higher-dimensional embeddings, Construction of genuine multipartite entangled states, Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints, Unnamed Item, Euclidean Distance Bounds for Linear Matrix Inequalities Analytic Centers Using a Novel Bound on the Lambert Function, Unnamed Item, Mixed norm H₂/H_∞ and entropy covariance control: a convex optimisation approach, Finding Sparse Solutions for Packing and Covering Semidefinite Programs, Convexification with Bounded Gap for Randomly Projected Quadratic Optimization, Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management, Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity, Joint Community Detection and Rotational Synchronization via Semidefinite Programming, Using Two-Dimensional Projections for Stronger Separation and Propagation of Bilinear Terms, Epidemic Spreading Curing Strategy Over Directed Networks, Lower bounds for ground states of condensed matter systems, Verification of state and entanglement with incomplete tomography, A paradox in bosonic energy computations via semidefinite programming relaxations, Data pattern tomography: reconstruction with an unknown apparatus, Exact solvability, non-integrability, and genuine multipartite entanglement dynamics of the Dicke model, Computing quantum discord is NP-complete, A NEW MODEL FOR SPARSE AND LOW-RANK MATRIX DECOMPOSITION, Semidefinite relaxation for the total least squares problem with Tikhonov-like regularization, Minimizing Rational Functions: A Hierarchy of Approximations via Pushforward Measures, Memory-Efficient Structured Convex Optimization via Extreme Point Sampling, An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity, Safe nonlinear control design for input constrained polynomial systems using sum-of-squares programming, H_∞structured model reduction algorithms for linear discrete systems via LMI-based optimisation, An interpolation problem for completely positive maps on matrix algebras: solvability and parametrization, Foundations of Set-Semidefinite Optimization, Robust Algorithms with Polynomial Loss for Near-Unanimity CSPs, Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs, Bounds on heat transfer for Bénard–Marangoni convection at infinite Prandtl number, Graphical Model Selection for Gaussian Conditional Random Fields in the Presence of Latent Variables, A Convex Approach to Superresolution and Regularization of Lines in Images, Characterizing Bad Semidefinite Programs: Normal Forms and Short Proofs, An Iterative Rank Penalty Method for Nonconvex Quadratically Constrained Quadratic Programs, Global Registration of Multiple Point Clouds Using Semidefinite Programming, Nonlinear H_∞ output feedback control with integrator for polynomial discrete‐time systems, Approximate dynamic programming via iterated Bellman inequalities, Algorithmic Aspects of Combinatorial Discrepancy, Computing A-optimal and E-optimal designs for regression models via semidefinite programming, A primal–dual regularized interior-point method for semidefinite programming, SVM Classification of Uncertain Data Using Robust Multi-Kernel Methods, Freezing dynamics of genuine entanglement and loss of genuine nonlocality under collective dephasing, Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization, An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems, Second-order cone programming approaches to static shakedown analysis in steel plasticity, Limiting behavior of the central path in semidefinite optimization, Ellipsoidal separation for classification problems, Robust deadbeat pole assignment with gain constraints: an LMI optimization approach, Identifying a Set of Key Members in Social Networks Using SDP-Based Stochastic Search and Integer Programming Algorithms, Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods, Semi-Infinite Programming using High-Degree Polynomial Interpolants and Semidefinite Programming, Solving Partial Differential Equations on Manifolds From Incomplete Interpoint Distance, DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization, Quadratic approximate dynamic programming for input‐affine systems, Global optimization in protein docking using clustering, underestimation and semidefinite programming, Identifying redundant linear constraints in systems of linear matrix inequality constraints, Shape and topology optimization of the robust complianceviathe level set method, First-order semidefinite programming for the two-electron treatment of many-electron atoms and molecules, PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS, SOS-based solution approach to polynomial LPV system analysis and synthesis problems, Duality for inexact semi-infinite linear programming, Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem, Multi-constrained fault estimation observer design with finite frequency specifications for continuous-time systems, A Low-Order H∞ Controller Design for an Active Suspension System via Linear Matrix Inequalities, EXACT CALCULATION OF ROBUSTNESS OF ENTANGLEMENT VIA CONVEX SEMI-DEFINITE PROGRAMMING, A moment approach to analyze zeros of triangular polynomial sets, Model-based transductive learning of the kernel matrix, Robust portfolio asset allocation and risk measures, Finding Low-rank Solutions of Sparse Linear Matrix Inequalities using Convex Optimization, Semidefinite programming and combinatorial optimization, Well-Posedness in Unconstrained Polynomial Optimization Problems, A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions, Preprocessing and Regularization for Degenerate Semidefinite Programs, Validating numerical semidefinite programming solvers for polynomial invariants, Semidefinite relaxations for partitioning, assignment and ordering problems, Increased certification of semi-device independent random numbers using many inputs and more post-processing, Synthesizing Robust Domains of Attraction for State-Constrained Perturbed Polynomial Systems, On the Central Path of Semidefinite Optimization: Degree and Worst-Case Convergence Rate, A quantum interior-point predictor–corrector algorithm for linear programming, A stochastic approximation method for convex programming with many semidefinite constraints, On the identification of the optimal partition for semidefinite optimization, Learning Dynamical Systems with Side Information, Multivariate Chebyshev Inequality With Estimated Mean and Variance, Duality bound method for the general quadratic programming problem with quadratic constraints, Robust receding horizon predictive control for systems with uncertain dynamics and input saturation, LMI approximations for the radius of the intersection of ellipsoids: Survey., An easy way to teach interior-point methods., Control of linear systems subject to input constraints: A polynomial approach., Model-based transductive learning of the kernel matrix, Robust portfolio asset allocation and risk measures, Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines, New complexity analysis of the primal-dual method for semidefinite optimization based on the Nesterov-Todd direction, The omnipresence of Lagrange, Constrained trace-optimization of polynomials in freely noncommuting variables, Dynamics of genuine multipartite entanglement under local non-Markovian dephasing, Semidefinite relaxations for partitioning, assignment and ordering problems, Entangled rendezvous: a possible application of Bell non-locality for mobile agents on networks, Manifold separation-based DOA estimation for nonlinear arrays via compressed super-resolution of positive sources, Covariance prediction via convex optimization, Entanglement witnessing with untrusted detectors, Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming‐Based Approach, Negativizability: a useful property for distributed state estimation and control in cyber-physical systems, Feynman integrals from positivity constraints, A Characterization of Perfect Strategies for Mirror Games, Sector bounds in stability analysis and control design, Multi-output multilevel best linear unbiased estimators via semidefinite programming, Strong observability as a sufficient condition for non-singularity and lossless convexification in optimal control with mixed constraints, Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems, On quantum optimal transport, Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems, Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming, Exploring complete positivity in hierarchy equations of motion, Detecting entanglement of unknown states by violating the Clauser-Horne-Shimony-Holt inequality, Sum-of-squares certificates for Vizing's conjecture via determining Gröbner bases

Uses Software

• LSQR