SOME GEOMETRIC RESULTS IN SEMIDEFINITE PROGRAMMING

被引:108
作者
RAMANA, M
GOLDMAN, AJ
机构
[1] RUTGERS STATE UNIV,CTR OPERAT RES,NEW BRUNSWICK,NJ 08903
[2] JOHNS HOPKINS UNIV,DEPT MATH SCI,BALTIMORE,MD 21218
关键词
SEMIDEFINITE PROGRAMMING; CONVEX GEOMETRY;
D O I
10.1007/BF01100204
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The purpose of this paper is to develop certain geometric results concerning the feasible regions of Semidefinite Programs, called here Spectrahedra. We first develop a characterization for the faces of spectrahedra. More specifically, given a point x in a spectrahedron, we derive an expression for the minimal face containing x. Among other things, this is shown to yield characterizations for extreme points and extreme rays of spectrahedra. We then introduce the notion of an algebraic polar of a spectrahedron, and present its relation to the usual geometric polar.
引用
收藏
页码:33 / 50
页数:18
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