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Semidefinite Optimization Applications

  1. Anthony Man–Cho So

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0755

Wiley Encyclopedia of Operations Research and Management Science

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. .

Author Information

  1. The Chinese University of Hong Kong, Department of Systems Engineering and Engineering Management, Hong Kong, China

Publication History

  1. Published Online: 15 FEB 2011

Abstract

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