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Handbook of semidefinite programming : theory, algorithms, and applications
Handbook of semidefinite programming : theory, algorithms, and applications
Henry Wolkowicz; Romesh Saigal; Lieven Vandenberghe (eds.)
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Introduction / Henry Wolkowicz, Ramesh Saigal and Lieven Vandenberghe -- Pt. I. Theory. Convex Analysis on Symmetric Matrices / Florian Jarre. The Geometry of Semidefinite Programming / Gabor Pataki. Duality and Optimality Conditions / Alexander Shapiro and Katya Scheinberg. Self-Dual Embeddings / Etienne de Klerk, Tamas Terlaky and Kees Roos. Robustness / Aharon Ben-Tal, Laurent El Ghaoui and Arkadi Nemirovski. Error Analysis / Zhiquan Luo and Jos Sturm -- Pt. II. Algorithms. Symmetric Cones, Potential Reduction Methods / Farid Alizadeh and Stefan Schmieta. Potential Reduction and Primal-Dual Methods / Levent Tuncel. Path-Following Methods / Renato Monteiro and Michael Todd
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