This paper works out connections between semidefinite optimization and vector optimization. It is shown that well-known semidefinite optimization problems are scalarized versions of a general vector optimization problem. This scalarization leads to the minimization of the trace or the maximal eigenvalue.
On the connections between semidefinite optimization and vector optimization
MARTEIN, LAURA;CAROSI, LAURA;
2003-01-01
Abstract
This paper works out connections between semidefinite optimization and vector optimization. It is shown that well-known semidefinite optimization problems are scalarized versions of a general vector optimization problem. This scalarization leads to the minimization of the trace or the maximal eigenvalue.File in questo prodotto:
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