Semidefinite Optimization Applications
Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Man–Cho So, A. 2011. Semidefinite Optimization Applications. Wiley Encyclopedia of Operations Research and Management Science.
- Published Online: 15 FEB 2011
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.
- semidefinite programming;
- semidefinite relaxation;
- quadratic optimization;
- polynomial optimization;
- chance-constrained optimization;
- approximation algorithms