Friday,
March 29, 12:15 p.m. PSA 308
New Mexico Tech
An Introduction to Semidefinite Programming
Abstract
This talk is an introduction to a relatively new area of
optimization called semidefinite programming (SDP). Semidefinite programming generalizes linear programming by adding the constraint that a matrix variable in the optimization problem must be a symmetric and positive semidefinite matrix. I will introduce the semidefinite programming problem, explain how a number of interesting problems can be written in SDP form, briefly discuss algorithms used to solve SDP problems, and discuss some research challenges that need to be addressed before SDP can be more widely adopted.
