Information related to the teaching activities of
Professor Henry Wolkowicz
is available. The material is related to the course taught in
the Fall Semester 1994.
This course deals with semidefinite programming, which an extension of
linear programming, where the variables can be symmetric matrices and
the nonnegativity constraints are replaced by a positive semidefinite
constraint.
Semidefinite programming has become important in many applications.
Following we list related
-
An excellent
survey article (Vandenberghe and Boyd)
was presented at the International Symposium on Math. Progr., Aug.
1994;
-
several papers and a book (one chapter) on linear matrix
inequalities in systems and control theory, Boyd et al;
-
applications in combinatorial optimization problems (such as
max-cut) are described in
a joint paper, Helmberg et al.;
-
The paper by Poljak et al provides
a recipe
for generating semidefinite relaxations for combinatorial optimization
problems.
The following software packages solve semidefinite programming
problems:
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