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On Nesterov’s approach to semi-infinite programming. (English) Zbl 1027.90098

The author generalizes the Nesterov’s construction for the reduction of various classes of optimization problems to the semidefinite programming form. The author shows that all Nesterov’s results can be generalized to ‘cones of squares’ generated by arbitrary bilinear maps between finite-dimensional vector spaces. Several examples are considered to illustrate the scheme for the construction.

MSC:

90C34 Semi-infinite programming
90C51 Interior-point methods
90C22 Semidefinite programming

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