Paper read with more formula derivation: Semidefinite Programmin

Paper read with more formula derivation: Semidefinite Programming

• 1. Introduction
• 1.1 SDP
• 2. Duality
• 2.1 Derivation
• 2.2 Duality gap
• 2.3 Optimal condition
• 2.4 Example
• 3. Primal Dual formulation
• 4. Interior-point method
• 4.1 Barrier function
• 4.1.1 Derivative
• 4.1.2 LP example
• 4.2 Analytic center

1. Introduction

• original paper could be downloaded here.
  链接：https://pan.baidu.com/s/1ORja_P-DHt7u0nhGS_KB7g
  提取码：bsps
• help link : convex optimization stanford

1.1 SDP

2. Duality

2.1 Derivation

2.2 Duality gap

2.3 Optimal condition

2.4 Example

Primal problem:

Dual problem

3. Primal Dual formulation

4. Interior-point method

** Derivative of log determinate**:

4.1 Barrier function

4.1.1 Derivative

4.1.2 LP example

4.2 Analytic center