Semidefinite Programming: A Path-Following Algorithm for a Linear-Quadratic Functional.

Leonid Faybusovich

Published in: SIAM J. Optim. (1996)

Keyphrases

semidefinite programming
linear quadratic
linear programming
closed loop
optimal control
vector valued
primal dual
kernel matrix
dynamical systems
maximum margin
dynamic programming
gaussian model
feature selection
control system
support vector machine