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Semidefinite programming can be regarded as an extension of linear programming. In a semidefinite program, the goal is to optimize a linear function over the intersection of the cone of positive semidefinite matrices with some affine space.

1 vote
0 answers
102 views

Are those two Sum-Of-Squares approach for unconstrained polynomial optimization related?

I found 2 approaches to solve an unconstrained polynomial optimization problem using the Lasserre / SOS hierarchy: $$ \inf_{x\in\mathbb{R}^n}\quad p(x), $$ where $p$ is a polynomial of even degree deg …
6 votes
1 answer
594 views

when does elementwise-log preserve positive-semidefiniteness?

Let $Z$ be a positive semidefinite matrix with nonnegative entries, and define $X=\log(1+Z)$, where the $\log$ is taken entrywise, i.e., $X_{ij}=\log(1+Z_{ij})$. Are there some simple sufficient condi …