ncku-talk2010-11-22

NCTS(South) Semidefinite Programming and Its Application to Polynomial Optimization Problems

DATE 2010-11-22　16:00-18:00

PLACE R204, 2F, NCTS, NCKU

SPEAKER Prof. Masakazu Kojima（Dept. of Mathematical and Computing Sciences, Tokyo Institute of Technology, Japan）

TITLE Introduction to Semidefinite Programming

ABSTRACT A semidefinite programming problem is an extension of a linear programming problem to the space of symmetric matrices. It has attracted a lot of attention in recent years with applications arising from various fields such as robust optimization, polynomial optimization, structural optimization, system and control, statistics, financial engineering, and quantum chemistry. The main purpose of this lecture is an introduction of semidefinite programs for graduate students and researchers who are not familiar to this subject and/or who want to look over SDPs quickly. Assuming the basics of linear programs and linear algebra, the lecture places the main emphasis on the basic theory of SDPs. Some examples and applications} of SDPs are also presented to show the significance of SDPs in the field of optimization.

NCTS(South) Semidefinite Programming and Its Application to Polynomial Optimization Problems

DATE	2010-11-22　16:00-18:00

PLACE	R204, 2F, NCTS, NCKU

SPEAKER	Prof. Masakazu Kojima（Dept. of Mathematical and Computing Sciences, Tokyo Institute of Technology, Japan）

TITLE	Introduction to Semidefinite Programming

ABSTRACT	A semidefinite programming problem is an extension of a linear programming problem to the space of symmetric matrices. It has attracted a lot of attention in recent years with applications arising from various fields such as robust optimization, polynomial optimization, structural optimization, system and control, statistics, financial engineering, and quantum chemistry. The main purpose of this lecture is an introduction of semidefinite programs for graduate students and researchers who are not familiar to this subject and/or who want to look over SDPs quickly. Assuming the basics of linear programs and linear algebra, the lecture places the main emphasis on the basic theory of SDPs. Some examples and applications} of SDPs are also presented to show the significance of SDPs in the field of optimization.