Linear programming with positive semi-definite matrices

DOI10.1155/S1024123X96000452MaRDI QIDQ1286269zbMATH OpenOpenAlexFDO

Authors Jean B. 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

cone of positive semidefinite matricesduality gapexistence of optimal solutionssimplex-like algorithmsufficient condition

Mathematics Subject Classification ID

Linear programming (90C05)

Review text

Summary: We consider the general linear programming problem over the cone of positive semidefinite matrices. We first provide a simple sufficient condition for existence of optimal solutions and absence of a duality gap without requiring existence of a strictly feasible solution. We then simply characterize the analogues of the standard concepts of linear programming, i.e., extreme points, basis, reduced cost, degeneracy, pivoting step as well as a simplex-like algorithm.

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(18)

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• A variant of the dual simplex method for a linear semidefinite programming problem
• Linear programming and operator means
• Explicit solutions for interval semidefinite linear programs
• Two-phase simplex method for linear semidefinite optimization
• Some topics in nonlinear positive semi-definite programming
• On the existence of positive non‐extreme point solutions of linear programming
• Strict Linear Programs and Tight Matrices
• Sign consistent linear programming problems
• Optimization Problems over Positive Pseudopolynomial Matrices
• scientific article; zbMATH DE number 2063456 (Why is no real title available?)
• Cone-LP's and semidefinite programs: geometry and a simplex-type method
• A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem
• A pivoting procedure for a class of second-order cone programming
• When Does the Positive Semidefiniteness Constraint Help in Lifting Procedures?
• Understanding badly and well-behaved linear matrix inequalities via semi-infinite optimization
• Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems
• Linear quadratic programming in oriented matroids

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