[SciPy-user] Semidefinite programming in scipy ?

Nils Wagner nwagner at mecha.uni-stuttgart.de
Mon Jul 4 08:53:38 CDT 2005


Hi all,

Is it possible to solve semidefinite programs with scipy ?

minimize t
subject to t I -A(x) \ge 0

with variables x \in R^k and t \in R. A(x) depends affinely on x and I 
denotes the identity.

Reference:
Vandenberghe, L., Boyd, S.
Semidefinite Programming
SIAM Review 38 1996 pp. 49-95




 




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