3rd March 2003 - semi-definite and second-order cone programming

Simon and Mark will finish up our look at mathematical programming methods with semi-definite programming and second-order cone programming.

L. Vandenberghe and S. Boyd. "Semidefinite Programming", SIAM Review 38, March 1996, pp. 49-95.
M. Lobo, L. Vandenberghe, S. Boyd, and H. Lebret "Applications of second-order cone programming" Linear Algebra and its Applications, 284:193-228, November 1998,

There is also further reading if you want.

Contact Iain if you have problems obtaining the reading.