Conic Linear Programming

  title={Conic Linear Programming},
  author={David G. Luenberger and Yinyu Ye},
  journal={Linear and Nonlinear Programming},
  • D. Luenberger, Y. Ye
  • Published 2021
  • Computer Science, Mathematics
  • Linear and Nonlinear Programming
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… 
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