OPTIMIZATION SEMINAR
An Introduction to Positive Semidefinite Programming
Allen Holder
University of Colorado at Denver
Department of Mathematics
Tuesday, Oct. 28, 1997, 12:00 noon
CU-Denver Bldg., Room 626
ABSTRACT:
Positive semidefinite programming is a recent topic of interest
for many researchers. Much of this research is supported by
the fact that positive semidefinite programs are solvable by
interior point methods. This talk discusses not only these
solution techniques, but other topics such as duality and
problem formulation.
After stating a few problem formulations, we motivate why PSD programs
are of interest by presenting several applications. Convex conic
programming is used to develop the needed duality theory. Finally,
the framework for primal-dual interior point algorithms is presented.