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A Unified Class of Directly Solvable Semidefinite Programming Problems

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Abstract

We propose a class of semidefinite programming (SDP) problems for which an optimal solution can be calculated directly, i.e., without using an iterative method. Several classes of such SDP problems have been proposed. Among them, Vanderbei and Yang (1995), Ohara (1998), and Wolkovicz (1996) are well known. We show that our class contains all of the three classes as special cases.

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Authors and Affiliations

  1. Department of Computer Science, The University of Electro-Communications, 1-5-1 Chofugaoka, Chofu-shi, Tokyo, 182-8585, Japan

    Masakazu Muramatsu

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  1. Masakazu Muramatsu
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Correspondence to Masakazu Muramatsu.

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Muramatsu, M. A Unified Class of Directly Solvable Semidefinite Programming Problems. Ann Oper Res 133, 85–97 (2005). https://doi.org/10.1007/s10479-004-5025-y

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  • DOI: https://doi.org/10.1007/s10479-004-5025-y

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