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Semidefinite programming
Semidefinite programming
(
SDP
) is a subfield of
convex optimization
concerned with the optimization of a linear
objective function
(an objective function is a user-specified function that the user wants to minimize or maximize) over the intersection of the
cone
of
positive semidefinite
matrices
with an
affine space
, i.e., a
spectrahedron
.
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