Abstract
Some interesting semi-infinite optimization problems can be reduced to semidefinite optimization problems, and hence solved efficiently using recent interior-point methods. In this paper we discuss semidefinite optimization from this perspective and illustrate the connections between semidefinite optimization and semi-infinite programming with examples and applications from computational geometry, statistics, and systems and control.
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Vandenberghe, L., Boyd, S. (1998). Connections between Semi-Infinite and Semidefinite Programming. In: Reemtsen, R., Rückmann, JJ. (eds) Semi-Infinite Programming. Nonconvex Optimization and Its Applications, vol 25. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-2868-2_8
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DOI: https://doi.org/10.1007/978-1-4757-2868-2_8
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