Linear programming with positive semi-definite matrices
1996 ◽
Vol 2
(6)
◽
pp. 499-522
◽
Keyword(s):
We consider the general linear programming problem over the cone of positive semi-definite matrices. We first provide a simple sufficient condition for existence of optimal solutions and absence of a duality gap without requiring existence of a strictly feasible solution. We then simply characterize the analogues of the standard concepts of linear programming, i.e., extreme points, basis, reduced cost, degeneracy, pivoting step as well as a Simplex-like algorithm.
2004 ◽
Vol 21
(01)
◽
pp. 127-139
◽
2021 ◽
Vol 10
(5)
◽
pp. 90-103
2001 ◽
Vol 81
(S3)
◽
pp. 677-678
◽
2017 ◽
Vol 07
(05)
◽
pp. 285-288