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Optimization of a linear function subject to affine constraints and membership in a closed convex cone. Choosing the positive semidefinite cone gives semidefinite programming; other choices include copositive optimization and completely positive optimization. Dual cones produce scalar-product bounds on feasible objectives.

The set of real positive semidefinite matrices with unit diagonal. Equivalently, its members are Gram matrices of unit vectors, by the real spectral theorem. Every two-by-two principal minor gives $|X_{ij}|\le 1$, so the set is bounded; it is also closed, hence compact in finite dimension. This gives attainment of linear objectives used in semidefinite programming.

Under the displayed diagonal-sum convention, set $w(z)=(1,z^{-1},\dots ,z^{-d}{)}^T$ on the unit circle. A Hermitian matrix $M$ then givesConsequently $M⪰0$ proves nonnegativity. Conversely the Fejér–Riesz theorem produces the rank-one spectral-factor Gram matrix. This gives a semidefinite programming representation of nonnegative trigonometric polynomials. The reversed convention $j-i=k$ instead uses the unconjugated monomial vector.

For $X$ in the dual cone $C$, copositivity of $Q-\lambda I$ gives $⟨X,Q-\lambda I{⟩}_F\ge 0$. An upper-bounding Lagrangian for the maximization is thereforeIts supremum over unrestricted $\lambda$ is finite precisely when $\mathrm{tr}X=1$. Minimizing that upper bound gives the conic programThis is completely positive optimization, not simply semidefinite programming: $C$ is the completely positive cone.

There is also a direct equality certificate. Every feasible $X={\sum }_j{u}_j{u}_j^T$, $u_j\ge 0$, has ${\sum }_j\Vert u_j{\Vert }_2^2=1$. Its objective is a weighted average of the nonnegative-sphere Rayleigh quotients, hence is at least $\alpha$. For a minimizing unit vector $x_{\ast }$ from part (g), $X_{\ast }=x_{\ast }{x}_{\ast }^T$ is feasible and has objective $\alpha$. Thus $\boxed{X_{\ast }=x_{\ast }{x}_{\ast }^T}$ attains the dual and both values agree, without relying on unverified regularity assumptions.

The sums $P+N$ of a real positive semidefinite matrix $P$ and a symmetric nonnegative matrix $N$ form a convex cone inside the copositive cone. Both terms have nonnegative quadratic forms on the nonnegative orthant. The Horn copositive matrix shows that the inclusion is strict in dimension five; the sum of squares criterion for a biquadratic form explains this cone's relation to semidefinite programming.

For a proper cone $K$, suppose a point satisfies $Ax-b\in \mathrm{int}K$ and $p_{\ast }$ is finite. This generalized Slater condition gives strong duality and attainment of the conic dual problem's optimum. It does not by itself assert primal attainment.^[ref]

The two worked examples have strict primal points: $(u,v)=(2,2)$ has slack $(2,2,1)$ in the interior of the nonnegative orthant, and $(t,z)=(2,0)$ has slack $(2,1,0)$ in the interior of the second-order cone. Both optima were already certified by explicit feasible pairs. Slater's condition explains why a matching optimal dual variable can be expected under these hypotheses; checking a supplied zero-gap pair needs only weak duality.

Changing cone geometry preserves the bound mechanism. For a positive semidefinite cone, the dual cone pairing is the Frobenius inner product of two matrices. This connects the same certificate idea to semidefinite programming, while the central path uses strictly interior primal and dual points to approach vanishing gap.

In 1995, Lieven Vandenberghe and Stephen Boyd presented a primal-dual interior-point method for convex optimization with matrix inequalities. Their algorithmic study included exploiting problem structure and allowing incomplete Conjugate gradient method solves within an iteration. This illustrates how the primal-dual viewpoint guides computation as well as checking a final answer.^[ref]

For a real symmetric matrix $A$, set $v(z)=(z_1^2,\dots ,z_n^2{)}^T$. ThenFor sufficiency, factor $P=B^{T}B$. Its contribution is a sum of squares of linear combinations of $z_i^2$, while the contribution of $N$ is ${\sum }_i{N}_{ii}(z_i^2{)}^2+{\sum }_{i<j}2N_{ij}(z_i{z}_j{)}^2$. For necessity, use a homogeneous sum of squares representation and sign averaging of a sum of squares. Writing each quadratic summand with coefficients $a_{\ell i},b_{\ell ij}$ gives $P={\sum }_{\ell }{a}_{\ell }{a}_{\ell }^T$, $N_{ii}=0$ and $N_{ij}=\frac{1}{2}{\sum }_{\ell }{b}_{\ell ij}^2$ for $i<j$. Comparing coefficients gives $A=P+N$.

This is the basic semidefinite programming certificate of copositivity discussed in Parrilo's paper on matrix copositivity.

A vector $k$-coloring, for $k>1$, assigns a unit vector $v_i$ to each vertex of a graph, such that $⟨v_i,v_j⟩\le -1/(k-1)$ on every edge. A graph colouring with $k$ colors gives a vector $k$-coloring by placing the colors at the vertices of a regular simplex. The Gram matrix of these vectors allows semidefinite programming to search for such a representation.