Questions tagged [sdp]
The sdp tag has no usage guidance.
2
questions with no upvoted or accepted answers
6
votes
0answers
51 views
Semi-definite Programming, non standard notation
The usual way to define a semi-definite program (SDP), e.g., as given in Boyd and Vandenberghe's convex optimization book, is:
$$
\begin{array}{cl}
\min & c^\top x \\
\mathrm{s.t.} & 0 \succeq ...
3
votes
0answers
124 views
SDP relaxation with greater-than and less-than inequalities at the same time
I am dealing with the following nonconvex fractional quadratic optimization problem
\begin{align}
& \min_{\boldsymbol{x}} && \max_{t \in \mathcal{T}} \frac{\boldsymbol{a}_t^T \boldsymbol{...
