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1 vote
0 answers
68 views

Fundamental regions in convex programming

In linear programming, the fundamental regions are polyhedra, since those are the intersection of half-spaces defined by linear inequalities. In semidefinite programming, the fundamental regions are ...
2 votes
1 answer
227 views

Solving linear programming without solving linear programming

Let $v_1, \cdots, v_n$ be vectors in $\mathbb R^k$, and let $M$ be the Gram matrix of them. It's possible to determine from $M$ and $k$ whether the only vector that has nonnegative inner product with ...
1 vote
0 answers
82 views

What is the relation between different generalizations of linear programming?

Linear programming subsumed by each of Semidefinite programming (SDP) Convex programming (CXP) SOS programming (SSP) Is there any relation between each pair in the three? Are all three equivalent in ...
2 votes
0 answers
148 views

Generalization of Farkas' Lemma to Hermitian Matrices

I recently stumbled upon a well-known version of Farkas' Lemma which, roughly speaking, I would like to generalize from real vectors to hermitian matrices, as it seems promising for something else I ...
3 votes
0 answers
178 views

Uniqueness of projection under spectral norm

I am considering $$ \min_{M\in \mathcal{M}} \|X - M\|:=x \neq 0, $$ where $X$, $M$ are $m\times n$ matrices, $\|\cdot\|$ is spectral norm and $\mathcal{M}$ is a matrix subspace. I wonder to what ...
35 votes
4 answers
5k views

Why are optimization problems often called "programs"?

Why are optimization problems often called programs? linear programming geometric programming convex programming Integer programming ...
3 votes
2 answers
1k views

SDP relaxation vs LP relaxation

I have a question I hope you might be able to answer. Let's say we have an integer program for the stable set problem (or clique, not principal). \begin{equation} \begin{aligned} & \text{...
2 votes
1 answer
191 views

Optimization problem whose cardinality never exceeds 7 for some reason

I am working on a problem in which I have a collection of $n$ points, $x_1,\dots,x_n$, in the plane, as well as a positive definite matrix $\Sigma$ and another point $\mu$ in the plane. I am trying ...