Linear programming with positive semi-definite matrices

Linear programming with positive semi-definite matrices

We consider the general linear programming problem over the cone of positive semi-definite matrices. We first provide a simple sufficient condition for existence of optimal solutions and absence of a duality gap without requiring existence of a strictly feasible solution. We then simply characterize...

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Bibliographic Details
Main Author: J. B. Lasserre
Format: Article
Language:English
Published: Hindawi Limited 1996-01-01
Series:Mathematical Problems in Engineering
Subjects:
Positive semi-definite matrices
linear programming
simplex algorithm.
Online Access:http://dx.doi.org/10.1155/S1024123X96000452

Internet

http://dx.doi.org/10.1155/S1024123X96000452

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