Exploiting special structure in semidefinite programming: A survey of theory and applications

Semidefinite Programming (SDP) may be seen as a generalization of Linear Programming (LP). In particular, one may extend interior point algorithms for LP to SDP, but it has proven much more difficult to exploit structure in the SDP data during computation. We survey three types of special structures in SDP data:

• Type: Journal
• Year: 2010
• Where: EOR
• Authors: Etienne de Klerk
• Keywords: EOR 2010, Interior Point Algorithms, SDP Data, Semidefinite Programming