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On similarities and differences between semidefinite and linear programming_
Povh, Janez, 1973-
Semidefinite programming, where one optimizes linear function over the cone of positive semidefinie matrices, has been intensively studied during the last ten years. One reason for that is its ...applicability to many different areas and the other is the ability of solving such problems in theory and practice. It can be seen as the extension of linear programming, although it is a much more powerful tool and, as it often happens, it does not inherit all of the nice properties of linear programming. Here we will present some important properties, where similarities and differences between those two classes of optimization problems can be seen.
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