Questions tagged [semidefinite-programming]
The semidefinite-programming tag has no usage guidance.
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How to check optimality of conic optimization problem
I'm trying to solve this problem, but I'm not sure if it is possible to check the optimality of this problem.
$$\min_{K,L} \quad Tr(L^\top L)\qquad\\
\text{s.t.} \quad K^\top L = A^\top Q\\
\qquad \...
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interior point computational complexity for SDP
I am trying to get the complexity of the SDP problem for my specific problem, but I’m facing some problems.
I found in the literature that the complexity of the SDP problem for an interior point per ...
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Distributionally Robust Stochastic Programming - Help with derivation
I've been working through this book on robust optimization of electric energy systems, and in particular chapter 4 on distributionally robust optimization. In following the derivation of section 4.2.1....
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Augmented Lagrangian Function for Semidefinite Programming Problems
I am currently reading the paper "Alternating direction augmented Lagrangian methods for semidefinite programming" and was wondering about how one comes up with the Augmented Lagrangian ...
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Adequate SDP solvers for large problem instances
I have previously used MOSEK for all my SDP needs. Recently, though, I am having a hard time trying to solve some large problems, due to lack of memory. In similar questions around the forum, SCS has ...
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Solver for nonlinear semidefinite optimization
Totally new to optimization. Is there an easy-to-use solver, package, (free) software for solving nonlinear semidefinite optimization problems?
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Non-symmetric Positive Definite/Semidefinite Matrix in Quadratic Program
A necessary condition in any quadratic programming to be convex is the matrix $\mathbf{Q}$ in the formulation $x^\intercal \mathbf{Q}x$ to be positive definite or positive semidefinite. Positive ...
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Is this semidefinite constraint in fact pointless?
On Wikipedia, I encountered a statement that the semidefinite relaxation of a quadratically constrained quadratic program can be solved more efficiently (using only LP) in the case that no variable is ...
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Conditions required for strong duality to hold for SDPs
According to Wikipedia, strong duality holds when "the primal optimal objective and the dual optimal objective are equal."
What are the necessary conditions for strong duality to hold in ...
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