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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.

6 votes

Why are optimization problems often called "programs"?

When the term "linear programming" first came into use, computers were still very rare beasts, and the term "computer programming" wasn't that widely used. Here "programming" meant planning. As rese …
Brian Borchers's user avatar
2 votes
Accepted

A non-convex quadratically constrained quadratic program

It's helpful if you cite the paper in which you saw something that you're asking a question about- we could provide a better answer if we knew where the question came from. First, assume without lo …
Brian Borchers's user avatar