I was TA-ing 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. 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.
Is there a class of optimization problems more general than semidefinite programming?
Anthony Esparza
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