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Introduction to Semidefinite Programming

Introduction to Semidefinite Programming

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ii = 0, then X ij = X ji = 0 for all j = 1,...,n. • Consider the matrix M defined as follows: P v M = T , v d where P ≻ 0, v is a vector, and d is a scalar. Then M ≻ 0 if and only if d − vTP−1v > 0. Semidefinite Programming Let X ∈ Sn . We can think of X as a matrix, or equivalently, as an array of n2 components of the form (x 11 ...

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