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An Introduction to Semidefinite Programming and Its Applications

Prof. Samuel A. Burer
Department of Management Sciences
University of Iowa

Friday, March 28, 2008
4:00-5:000pm, 2217 SC

Abstract

Over the past 15 years, the field of semidefinite programming -- which fits somewhere between linear programming and general convex programming -- has grown tremendously. This growth can be attributed to a wealth of applications in areas such as combinatorial optimization, machine learning, and probability theory. In this tutorial, we introduce semidefinite programming, trace its history, touch on algorithms and software for its solution, and detail a number of applications.

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