scientific article; zbMATH DE number 1489798
Semidefinite programming is formulated as conic convex programming. Results similiar to linear programming are proven, especially duality is deeply investigated. Many applications and results of the existing literature are given. A lot of solution algorithms and their type of convergence are described. \noindent The following list of chapter titles and subtitles will inform you about more details of this comprehensive work: Chapter 1: Introduction: 1. Applications 2. Notation 2.1 Sets and Linear Spaces 2.2 Matrices and Vectorization 2.3 Norm and Distance 2.4 Big O and Small o 3. Conic Form 3.1 Semidefinite Programming 3.2 Conic Convex Programming 4. Organization Acknowledgements Appendix: Hermitian Matrices 1. Eigenvalue Decomposition 2. Cholesky Decomposition 3. Similarity 4. Schur Complement Chapter 2: Duality: 1. Terminology and Preliminaries 2. Basic Properties of Convex Cones 3. Characterization of Strong Feasibility 4. Farkas-Type Lemmas 5. Strong Duality 6. Regularization 7. Regularization of Semidefinite Programs 8. Inexact Dual Solutions 9. Discussion Chapter 3: Polynomiality of Path-Following Methods: 1. Primal-Dual Transformations 2. The Newton Direction 3. Neighborhoods of the Central Path 4. Technical results 5. Four Path-Following Algorithms 5.1 The Short Step Algorithm 5.2 The Predictor-Corrector Algorithm 5.3 The Largest Step Algorithm 5.4 The Long Step Algorithm 6. Discussion 6.1 Self-Scaled Barriers 6.2 Matrix Targets 6.3 Eigenvalue Targets 6.4 Final Remarks on the Search Direction Chapter 4: Self-Dual Embedding Technique: 1. Self-Duality 2. Self-Dual Embedding 2.1 The Homogeneous Self-Dual Model 2.2 The Extended Self-Dual Model 3. Weakly Centered Sequences 4. The Primal-Dual Model 4.1 Examples in Semidefinite Programming 5. Existence of Weakly Centered Sequences 6. Discussion Chapter 5. Properties of the Central Path: 1. Introduction 2. Analysis 3. Discussion Chapter 6. Superlinear Convergence: 1. A Predictor-Corrector Algorithm 2. Convergence Analysis 3. Discussion Chapter 7. Central Region Method 1. Weighted Centers 2. Central Region and its Neighborhood 3. Generic Central Region Method 4. Second Order Search Direction 5. The Centering-Predictor-Corrector Algorithm 5.1 The Predictor 5.2 Second Order Correction 5.3 Polynomiality 6. Discussion. For the entire collection see [Zbl 0933.00020].
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