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Second order cone programming
[M. S. Lobo and L. Vandenberghe and S. Boyd
and H. Lebret].
Applications of second-order cone programming. Linear Algebra and its
applications 284:193-228. Available
on-line.
Semidefinite programming
[S. Boyd and L. El Ghaoui and L.
Feron and V. Balakrishnan]. Linear matrix inequalities in system and
control theory. SIAM studies in applied mathematics. SIAM, Philadelphia,
Pennsylvania
[L. Vandenberghe and S. Boyd].
Semidefinite programming. SIAM Review 38:49-95. Available
on-line.
[L. Vandenberghe, S. Boyd and
S.-P. Wu], Determinant maximization with linear matrix
inequality constraints. SIAM Journal on Matrix Analysis and Applications
19(2):499-533. Available
on-line.
[H. Mittelmann]. An independent
benchmarking of SDP and SDP solvers. Mathematical Programming 95:407-430. Available
on-line.
[R.
Orsi, U. Helmke, and J. B. Moore]. A Newton-like method
for solving rank constrained linear matrix inequalities.
In Proceedings of the 43rd
IEEE Conference on Decision and Control,
pages 3138-3144, Paradise Island, Bahamas, 2004 Available
on-line.
Multiparametric programming
[A. Bemporad, M. Morari, V. Dua
and E.N. Pistikopoulos]. The Explicit Linear Quadratic Regulator for
Constrained Systems. Automatica 38(1):3-20.
Sum of squares and moment
problems
[J. B. Lasserre]. Global
optimization with polynomials and the problem of moments. SIAM Journal on
Optimization 11(3):796-817. Available
on-line.
[D. Henrion, J. B. Lasserre]. "Convergent relaxations of polynomial matrix inequalities and static output feedback. Submitted to the IEEE Transactions on Automatic Control. Available
on-line.
[P. A. Parrilo]. Structured
semidefinite programs and semialgebraic geometry methods in robustness and
optimization. PhD Thesis, California Institute of Technology, Pasadena,
California, 2000. Available
on-line.
[B. Reznick]. Some concrete
aspects of Hilbert's 17th problem. Available
on-line.
Geometric programming
[S. Boyd, S. Kim, L. Vandenberghe, A. Hassibi]. A Tutorial
on Geometric Programming. Available
on-line.
Convex programming
[S. Boyd and L. Vandenberghe].
Convex optimization. Cambridge University Press. Available
on-line.
[A. Ben-Tal and A. Nemerovskii]. Lectures on Modern Convex Optimization -
Analysis, Algorithms, and Engineering Applications, MPS-SIAM Series on
Optimization, MPS-SIAM.
[Y. Nesterov
and A. Nemirovskii]. Interior-point polynomial algorithms in convex
programming. SIAM Studies in Applied Mathematics.
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