Handbook of Semidefinite Programming Theory, Algorithms, and Applica

Semidefinite programming (SDP) is one of the most exciting and active research areas in optimization. It has and continues to attract researchers with very diverse backgrounds, including experts in convex programming, linear algebra, numerical optimizatio

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SEMIDEFINITE PROGRAMMING

INTERNATIONAL SERIES IN OPERATIONS RESEARCH & MANAGEMENT SCIENCE Frederick S. Hillier, Series Editor Stanford University Saigal, R. / LINEAR PROGRAMMING: A Modern Integrated Analysis Nagumey, A. & Zhang, D. / PROJECTED DYNAMICAL SYSTEMS AND VARIATIONAL INEQUALITIES WITH APPLICATIONS

Padberg, M. & Rijal, M. / LOCATION. SCHEDULING. DESIGN AND INTEGER PROGRAMMING

Vanderbei, R.

I LINEAR PROGRAMMING: Foundations and Extensions

Jaiswal, N.K. / MILITARY OPERATIONS RESEARCH: Quantitative Decision Malcing Gal, T. & Greenberg, H. / ADVANCES IN SENSITIVITY ANALYSIS AND PARAMETRIC PROGRAMMING

Prabhu, N.V. / FOUNDATIONS OF QUEUEING THEORY Fang, S.-C., Rajasekera, lR. & Tsao, H.-s.J.1 ENTROPY OPTIMIZATION AND MATHEMATICAL PROGRAMMING

Yu, G. / OPERATIONS RESEARCH IN THE AIRLINE INDUSTRY Ho, T.-H. & Tang, C. S. I PRODUCT VARIETY MANAGEMENT El-Taha, M. & Stidham, S. / SAMPLE-PATH ANALYSIS OF QUEUEING SYSTEMS Miettinen, K. M. / NONLINEAR MULTIOBJECTIVE OPTIMIZATION Chao, H. & Huntington, H. G. I DESIGNING COMPETITIVE ELECTRICITY MARKETS Weglarz, J. / PROJECT SCHEDULING: Recent Models. Algorithms & Applications Sahin, I. & Poiatogiu, H. / QUALITY, WARRANTY AND PREVENTIVE MAINTENANCE Tavares, L. V.I ADVANCED MODELS FOR PROJECT MANAGEMENT Tayur, S., Ganeshan, R. & Magazine, M. I QUANTITATIVE MODELING FOR SUPPLY CHAIN MANAGEMENT

Weyant, J./ ENERGY AND ENVIRONMENTAL POLICY MODELING Shanthikumar, J.G. & Sumita, VJAPPLIEDPROBABILITY AND STOCHASTIC PROCESSES Liu, B. & Esogbue, A.O. I DECISION CRITERIA AND OPTIMAL INVENTORY PROCESSES

Gal, Stewart & Hannel MULTICRITERIA DECISION MAKING: Advances in MCDM Models. Algorithms. Theory. and Applications

Fox, B. L.I STRATEGIES FOR QUASI-MONTE CARLO Hall, R. W. I HANDBOOK OF TRANSPORTATION SCIENCE Grassman, W.K.! COMPUTATIONAL PROBABILITY Pomeroi & Barba-Romero I MULTICRITERION DECISION IN MANAGEMENT Axsiiter I INVENTORY CONTROL

HANDBOOK OF SEMIDEFINITE PROGRAMMING Theory, Aigorithms, and Applications

Edited by Henry Wolkowicz Department of Combinatorics and Optimization Faculty of Mathematics University of Waterloo Waterloo, Ontario, Canada N2L 3G1 Canada Romesh Saigal Department of Industrial and Operations Engineering University of Michigan Ann Arbor, Michigan, 48109-2117 USA Lieven Vandenberghe Electrical Engineering Department UCLA Los Angeles, CA 90095-1594 USA

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Springer Science+Business Media, LLC

Library of Congress Cataloging-in-PubUcation Handbook of semidefinite programming : theory, algorithms, and applications I edited by Henry Wolkowicz, Romesh Saigal, Lieven Vandenberghe. p. cm. - (International series in operations research & management science; 27) Includes bibliographical references and index. ISBN 978-1-4613-6970-7 ISBN 978-1-4615-4381-7 (eBook) DOI 10.1007/978-1-4615-4381-7 1. Linear programming. 2. Mathematical optimization. 1. Wolkowicz, Henry. II. Saigal, Romesh. III. Vandenberghe, Lieven. IV. Series T57.74.H355 2000 519.1'2--dc21 99-086382 Second Printing 2003. Copyright

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2000 by Springer Science+Business Media New York

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