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A Unified Class of Directly Solvable Semidefinite Programming Problems.

Authors :
Muramatsu, Masakazu
Source :
Annals of Operations Research; Jan2005, Vol. 133 Issue 1-4, p85-97, 13p
Publication Year :
2005

Abstract

We propose a class of semidefinite programming (SDP) problems for which an optimal solution can be calculated directly, i.e., without using an iterative method. Several classes of such SDP problems have been proposed. Among them, Vanderbei and Yang (1995), Ohara (1998), and Wolkovicz (1996) are well known. We show that our class contains all of the three classes as special cases. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02545330
Volume :
133
Issue :
1-4
Database :
Complementary Index
Journal :
Annals of Operations Research
Publication Type :
Academic Journal
Accession number :
16184258
Full Text :
https://doi.org/10.1007/s10479-004-5025-y