Polynomial time solvability of non-symmetric semidefinite programming

Authors:
Sheng-Long Hu;Zheng-Hai Huang
Affiliations:
-;-
Venue:
Operations Research Letters
Year:
2010

Citing 5
Cited 0

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Abstract

In this paper, we consider semidefinite programming with non-symmetric matrices, which is called non-symmetric semidefinite programming (NSDP). We convert such a problem into a linear program over symmetric cones, which is polynomial time solvable by interior point methods. Thus, the NSDP problem can be solved in polynomial time. Such a result corrects the corresponding result given in the literature. Similar methods can be applied to nonlinear programming with non-symmetric matrices.