Geodesic
Set-Semidefinite Optimization
Journal of convex analysis, Tome 15 (2008) no. 4, pp. 767-801.

Voir la notice de l'article provenant de la source Heldermann Verlag

We introduce set-semidefinite optimization as a new field of vector optimization in infinite dimensions covering semidefinite and copositive programming. This unified approach is based on a special ordering cone, the so-called K-semidefinite cone for which properties are given in detail. Optimality conditions in the KKT form and duality results including the linear case are presented for K-semidefinite optimization problems. A penalty approach is developed for the treatment of the special constraint arising in K-semidefinite optimization problems.
Classification : 90C29, 90C48, 90C22, 90C46
Mots-clés : Vector optimization, convex analysis, semidefinite programming, copositive programming 
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     author = {G. Eichfelder and J. Jahn},
     title = {Set-Semidefinite {Optimization}},
     journal = {Journal of convex analysis},
     pages = {767--801},
     publisher = {mathdoc},
     volume = {15},
     number = {4},
     year = {2008},
     url = {http://geodesic.mathdoc.fr/item/JCA_2008_15_4_JCA_2008_15_4_a6/}
}
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G. Eichfelder; J. Jahn. Set-Semidefinite Optimization. Journal of convex analysis, Tome 15 (2008) no. 4, pp. 767-801. http://geodesic.mathdoc.fr/item/JCA_2008_15_4_JCA_2008_15_4_a6/