Introduction to Semidefinite Programming
The dual problem of SDP is defined (or derived from first principles) to be: m SDD : maximize y ib i i=1 m s.t. y iA i + S = C i=1 S 0. One convenient way of thinking about this problem is as follows. Given mul tipliers y 1,...,y m, the objective is to maximize the linear function m i=1 y ib i.
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