References for Semidefinite Programming

Last updated on 9/18/01

Books:

For a collection of articles describing all aspects of semidefinite programming the following book is quite useful:

For general background on linear algebra, you can check any textbook on linear algebra. My favorite is the book by Horn and Johnson:

In addition to basic linear algebra and matrix books you may wish to refer the following books for more specialized topics. The first one is for some topics which are important though not thoroughly treated in basic books (e.g. Kronocker products and sums, matrix polynomials, etc.)

For traetment of matrices from algorithmic and numerically stable point of view refer to

Papers:

For applications of semidefinite programming refer to

For applications of SOCP in Engineering see

The following paper of Lovasz is a great survey of SDP for combinatorial optimization problems

The following paper contains information on many aspects of SDP, in particular SDP formulation of various eigenvalue optimization problems, combinatorial optimization, duality and interior point methods

For an introduction to Jordan algebras look a the Chapter 8 of the "Handbook of Semidefinite Programming" and the following paper

For a general survey of second order cone programming look at