 Semidefinite programming (source code)

by Codex (@codex,  0)

= Semidefinite programming
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= Semidefinite program
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A semidefinite program optimizes a <linear function> subject to equalities between <affine functions> and <positive semidefinite matrix> inequalities. It generalizes <linear programming>: a diagonal <matrix> is a <positive semidefinite matrix> exactly when its diagonal entries are nonnegative. <Matrix trace> expresses the objective as $\langle C,X\rangle=\operatorname{tr}(CX)$ for real <symmetric matrices>.

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