(Enter summary)
Abstract: Semidefinite programming (SDP) is one of the fastest developing branches of mathematical programming.
The reason is twofold: efficient solution algorithms for SDP have come to light in the
past few years, and SDP finds applications in combinatorial optimization and engineering. In this
short survey we show how SDP duality theory can be used to prove classical results, and review the
development of interior point algorithms for SDP.
Key words: interior--point method, semidefinite programming
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BibTeX entry: (Update)
@incollection{ klerk97short,
author = "{E. de} Klerk and C. Roos and T. Terlaky",
title = "A short survey on semidefinite programming",
booktitle = "{Ten Years {LNMB}, Ph.d. Research and Graduate Courses of the Dutch Network of Operations Research}",
volume = "122",
publisher = "Centrum for Mathematics and Informatics (CWI)",
address = "Amsterdam, The Netherlands",
editor = "W. K. Klein Haneveld et al.",
pages = "323--339",
year = "1997",
url = "citeseer.ist.psu.edu/deklerk97short.html" }
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