Speaker: | Jos F. Sturm |
Tilburg University, The Netherlands |
Title: Solving Semidefinite Programs using SeDuMi
This talk provides an introduction to semidefinite programming, and the interior point method for solving semidefinite programs. Semidefinite programming is an optimization model that is used in optimal design, control analysis, statistics, signal processing, finance, robust optimization, and graph theory, among others. The basic paradigm is discussed, but no specific application will be reviewed in this talk. Instead, we shall investigate how the interior point methodology can be applied in the setting of semidefinite programming. If a network connection is available, the latest version of the popular solver "SeDuMi" will be demonstrated on line. Interaction and questions welcome.