© 2000

Handbook of Semidefinite Programming

Theory, Algorithms, and Applications

  • Henry Wolkowicz
  • Romesh Saigal
  • Lieven Vandenberghe

Part of the International Series in Operations Research & Management Science book series (ISOR, volume 27)

Table of contents

  1. Front Matter
    Pages i-xxvii
  2. Introduction

    1. Henry Wolkowicz, Romesh Saigal, Lieven Vandenberghe
      Pages 1-8
  3. Theory

    1. Front Matter
      Pages 9-11
    2. Florian Jarre
      Pages 13-27
    3. Gábor Pataki
      Pages 29-65
    4. Alexander Shapiro, Katya Scheinberg
      Pages 67-110
    5. Etienne de Klerk, Tamás Terlaky, Kees Roos
      Pages 111-138
    6. Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
      Pages 139-162
    7. Zhiquan Luo, Jos Sturm
      Pages 163-189
  4. Algorithms

    1. Front Matter
      Pages 191-193
    2. Farid Alizadeh, Stefan Schmieta
      Pages 195-233
    3. Levent Tuncel
      Pages 235-265
    4. Renato Monteiro, Michael Todd
      Pages 267-306
    5. Christoph Helmberg, Francois Oustry
      Pages 307-337
  5. Applications and Extensions

    1. Front Matter
      Pages 339-341
    2. Michel Goemans, Franz Rendl
      Pages 343-360
    3. Yuri Nesterov, Henry Wolkowicz, Yinyu Ye
      Pages 361-419
    4. Venkataramanan Balakrishnan, Fan Wang
      Pages 421-441
    5. Aharon Ben-Tal, Arkadi Nemirovski
      Pages 443-467
    6. Dimitris Bertsimas, Jay Sethuraman
      Pages 469-509

About this book


Semidefinite programming (SDP) is one of the most exciting and active research areas in optimization. It has and continues to attract researchers with very diverse backgrounds, including experts in convex programming, linear algebra, numerical optimization, combinatorial optimization, control theory, and statistics. This tremendous research activity has been prompted by the discovery of important applications in combinatorial optimization and control theory, the development of efficient interior-point algorithms for solving SDP problems, and the depth and elegance of the underlying optimization theory.
The Handbook of Semidefinite Programming offers an advanced and broad overview of the current state of the field. It contains nineteen chapters written by the leading experts on the subject. The chapters are organized in three parts: Theory, Algorithms, and Applications and Extensions.


Analysis Optimality Conditions Optimization Theory Optimization and Control Theory algorithms combinatorial optimization linear algebra linear optimization nonlinear optimization optimization

Editors and affiliations

  • Henry Wolkowicz
    • 1
  • Romesh Saigal
    • 2
  • Lieven Vandenberghe
    • 3
  1. 1.Department of Combinatorics and Optimization Faculty of MathematicsUniversity of WaterlooWaterlooCanada
  2. 2.Department of Industrial and Operations EngineeringUniversity of MichiganAnn ArborUSA
  3. 3.Electrical Engineering DepartmentUCLALos AngelesUSA

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