Semi-infinite linear programming approaches to semidefinite programming problems ∗

@inproceedings{Krishnan2001SemiinfiniteLP,
  title={Semi-infinite linear programming approaches to semidefinite programming problems ∗},
  author={K. Yadu Krishnan and John E. Mitchell},
  year={2001}
}
Interior point methods, the traditional methods for the SDP , are fairly limited in the size of problems they can handle. This paper deals with an LP approach to overcome some of these shortcomings. We begin with a semi-infinite linear programming formulation of the SDP and discuss the issue of its discretization in some detail. We further show that a lemma due Pataki on the geometry of the SDP , implies that no more than O( √ k) (where k is the number of constraints in the SDP ) linear… CONTINUE READING