A conversion of an SDP having free variables into the standard form SDP.

Kazuhiro Kobayashi Kazuhide Nakata Masakazu Kojima

Published in: Comput. Optim. Appl. (2007)

Keyphrases

semidefinite programming
semi definite programming
semidefinite program
semidefinite
linear programming
stochastic dynamic programming
machine learning
support vector
data sets
neural network
missing data
variable selection