In the following we will give a concise introduction to semidefinite programming and show its connection to the SOSproblem.2.1. Semidefinite programming backgroundIn this section we will give a brief introduction to semidefinite programming and its basic underlying ideas. We refer thereader to [42,5] for a comprehensive treatment of the topic.A semidefinite program is defined as the following convex optimization problem:minimize hC; Xisubject to hAi; Xi D bi; i D 1; : : : ;m;X 0;(P)where X 2 Sn is the decision variable and the matrices C; Ai 2 Sn, and b 2 Rm are the problem data. The problem is convexsince its objective function and the feasible region defined by the constraints are convex. A geometric interpretation is theminimization of a linear function over the intersection of the set of positive semidefinite matrices with an affine subspace.Problem (P) is called strictly feasible if there exists some X 0 which satisfies the equality constraints in (P). The problemabove has an associated dual problem beingmaximize hb; yisubject to A.y/ VD C
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