Handbook of Semidefinite Programming: Theory, Algorithms, and Applications

Front Cover
Henry Wolkowicz, Romesh Saigal, Lieven Vandenberghe
Springer Science & Business Media, Mar 31, 2000 - Business & Economics - 654 pages
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Semidefinite programming (SDP) is one of the most exciting and active research areas in optimization. It has and continues to attract researchers with very diverse backgrounds, including experts in convex programming, linear algebra, numerical optimization, combinatorial optimization, control theory, and statistics. This tremendous research activity has been prompted by the discovery of important applications in combinatorial optimization and control theory, the development of efficient interior-point algorithms for solving SDP problems, and the depth and elegance of the underlying optimization theory.
The Handbook of Semidefinite Programming offers an advanced and broad overview of the current state of the field. It contains nineteen chapters written by the leading experts on the subject. The chapters are organized in three parts: Theory, Algorithms, and Applications and Extensions.
 

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Contents

V
1
VI
2
VII
5
VIII
7
IX
9
X
13
XI
14
XII
15
CXL
324
CXLI
325
CXLII
326
CXLIII
327
CXLIV
328
CXLV
329
CXLVII
335
CXLVIII
336

XIII
16
XIV
17
XV
19
XVI
20
XVII
22
XVIII
24
XIX
26
XXI
29
XXII
31
XXIII
37
XXIV
46
XXV
47
XXVI
51
XXVII
52
XXVIII
54
XXIX
55
XXX
58
XXXI
59
XXXII
60
XXXIV
61
XXXV
62
XXXVI
63
XXXVII
64
XXXVIII
67
XXXIX
68
XLI
69
XLII
78
XLIII
86
XLIV
91
XLV
93
XLVI
97
XLVII
100
XLVIII
106
XLIX
110
L
111
LI
113
LII
116
LIII
121
LIV
124
LV
125
LVI
128
LVII
131
LVIII
136
LIX
137
LX
139
LXI
141
LXII
142
LXIII
144
LXIV
146
LXVI
147
LXVII
150
LXVIII
151
LXX
153
LXXII
155
LXXIV
156
LXXV
157
LXXVI
159
LXXVIII
162
LXXIX
163
LXXX
165
LXXXI
166
LXXXII
167
LXXXIV
169
LXXXV
170
LXXXVI
171
LXXXVII
176
LXXXVIII
181
LXXXIX
183
XCI
188
XCII
191
XCIII
195
XCIV
198
XCV
199
XCVI
203
XCVII
208
XCVIII
211
XCIX
212
C
213
CI
214
CII
215
CIII
216
CIV
218
CV
219
CVI
220
CVII
222
CVIII
227
CIX
228
CX
231
CXI
235
CXII
239
CXIII
243
CXIV
248
CXV
250
CXVI
252
CXVII
253
CXVIII
258
CXIX
259
CXX
267
CXXI
270
CXXII
278
CXXIII
282
CXXIV
283
CXXV
286
CXXVI
294
CXXVII
300
CXXVIII
301
CXXIX
304
CXXX
307
CXXXI
309
CXXXII
310
CXXXIII
313
CXXXIV
315
CXXXV
318
CXXXVI
320
CXXXVII
321
CXXXIX
323
CXLIX
339
CL
343
CLI
345
CLII
346
CLIII
347
CLIV
349
CLV
350
CLVI
353
CLVII
354
CLVIII
355
CLIX
358
CLX
361
CLXI
363
CLXIII
365
CLXIV
369
CLXV
372
CLXVI
376
CLXVII
377
CLXVIII
382
CLXIX
384
CLXX
387
CLXXI
389
CLXXII
390
CLXXIII
395
CLXXV
396
CLXXVII
399
CLXXVIII
400
CLXXIX
402
CLXXX
403
CLXXXI
404
CLXXXII
411
CLXXXIII
412
CLXXXIV
413
CLXXXVI
415
CLXXXVIII
416
CLXXXIX
421
CXC
422
CXCI
423
CXCII
425
CXCIV
427
CXCV
428
CXCVI
429
CXCVII
431
CXCVIII
434
CXCIX
435
CC
436
CCII
437
CCIII
438
CCV
441
CCVI
443
CCVII
447
CCVIII
453
CCIX
458
CCX
460
CCXI
465
CCXII
469
CCXIII
473
CCXV
474
CCXVI
475
CCXVII
480
CCXVIII
481
CCXIX
483
CCXX
487
CCXXI
494
CCXXII
496
CCXXIV
498
CCXXV
502
CCXXVI
507
CCXXVII
509
CCXXVIII
511
CCXXIX
514
CCXXX
519
CCXXXI
520
CCXXXII
521
CCXXXIII
522
CCXXXIV
523
CCXXXV
525
CCXXXVI
526
CCXXXVII
527
CCXXXVIII
528
CCXL
529
CCXLII
531
CCXLIV
532
CCXLVI
533
CCXLVII
534
CCXLIX
536
CCL
537
CCLI
538
CCLII
542
CCLIII
543
CCLIV
544
CCLV
547
CCLVI
548
CCLVII
551
CCLVIII
552
CCLIX
554
CCLX
555
CCLXI
556
CCLXII
558
CCLXIII
559
CCLXIV
562
CCLXV
563
CCLXVI
564
CCLXVII
566
CCLXVIII
570
CCLXIX
572
CCLXX
574
CCLXXI
577
CCLXXII
643
CCLXXIII
644
CCLXXVI
645
CCLXXXII
646
CCLXXXV
647
CCXC
648
CCXCII
649
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About the author (2000)

Lieven Vandenberghe received his PhD from the Katholieke Universiteit, Leuven, Belgium, and is a Professor of Electrical Engineering at the University of California, Los Angeles. He has published widely in the field of optimization and is the recipient of a National Science Foundation CAREER award.

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