I was TAing my convex optimization class and explaining that Linear Programs are a special case of Second Order Cone Programs, which are themselves special cases of Semidefinite Programs. My question is, is there any well-established class of optimization problems that is more general than semidefinite programs? Conic optimization problems would be an example of this, but I'm hoping for something a little more algebraic, if it exists.
More general than semidefinite program?
Anthony Esparza
- 141
- 2