Conic Linear Programming

@inproceedings{Luenberger2016ConicLP,
  title={Conic Linear Programming},
  author={D. Luenberger and Y. Ye},
  year={2016}
}
Conic Linear Programming, hereafter CLP, is a natural extension of Linear programming (LP). In LP, the variables form a vector which is required to be componentwise nonnegative, while in CLP they are points in a pointed convex cone (see Appendix B.1) of an Euclidean space, such as vectors as well as matrices of finite dimensions. For example, Semidefinite programming (SDP) is a kind of CLP, where the variable points are symmetric matrices constrained to be positive semidefinite. Both types of… Expand

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