Abstract
Conic optimization refers to the problem of optimizing a linear function over the intersection of an affine space and a closed convex cone. We focus particularly on the special case where the cone is chosen as the cone of positive semidefinite matrices for which the resulting optimization problem is called a semidefinite optimization problem.
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Acknowledgements
The first author gratefully acknowledges the support provided by the Alexander von Humboldt Foundation and the Natural Sciences and Engineering Research Council of Canada.
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Anjos, M.F., Lasserre, J.B. (2012). Introduction to Semidefinite, Conic and Polynomial Optimization. In: Anjos, M.F., Lasserre, J.B. (eds) Handbook on Semidefinite, Conic and Polynomial Optimization. International Series in Operations Research & Management Science, vol 166. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-0769-0_1
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