articleMathematical ProgrammingFeb 1, 2003Closed access

A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization

SBSamuel BurerRDRenato D. C. Monteiro

University of Iowa · Georgia Institute of Technology

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Topics & keywords

Topics
Keywords
  • Semidefinite programming
  • Mathematics
  • Semidefinite embedding
  • Factorization
  • Algorithm
  • Equivalence (formal languages)
  • Positive-definite matrix
  • Convergence (economics)
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