Semidefinite Optimization Applications

Owing to its versatile model power and wide applicability, semidefinite programming (SDP) has received a lot of attention of late in many communities. In this article, we will survey some recent applications of SDP, with a particular emphasis on semidefinite relaxations of hard optimization problems. We will also provide pointers to the literature, for further reading.

Keywords: semidefinite programming; semidefinite relaxation; quadratic optimization; polynomial optimization; chance-constrained optimization; approximation algorithms