• Journal of the Korean Operations Research and Management Science Society
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• v.26 no.2
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• pp.13-46
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• 2001

SDP (Semidefinite Programming), as a sort of “cone-LP”, optimizes a linear function over the intersection of an affine space and a cone that has the origin as its apex. SDP, however, has been developed in the process of searching for better solution methods for NP-hard combinatorial optimization problems. We surveyed the basic theories necessary to understand SDP researches. First, We examined SDP duality, comparing it to LP duality, which is essential for the interior point method, Second, we showed that SDP can be optimized from an interior solution in polynomial time with a desired error limit. finally, we summarized several research papers that showed SDP can improve solution methods for some combinatorial optimization problems, and explained why SDP has become one of the most important research topics in optimization. We tried to integrate SDP theories. relatively diverse and complicated. to survey research papers with our own perspective, and thus to help researcher to pursue their SDP researches in depth.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.75-106
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• 2008

In this paper, we derive necessary optimality conditions for a continuous programming problem in which both objective and constraint functions contain support functions and is, therefore, nondifferentiable. It is shown that under generalized invexity of functionals, Karush-Kuhn-Tucker type optimality conditions for the continuous programming problem are also sufficient. Using these optimality conditions, we construct dual problems of both Wolfe and Mond-Weir types and validate appropriate duality theorems under invexity and generalized invexity. A mixed type dual is also proposed and duality results are validated under generalized invexity. A special case which often occurs in mathematical programming is that in which the support function is the square root of a positive semidefinite quadratic form. Further, it is also pointed out that our results can be considered as dynamic generalizations of those of (static) nonlinear programming with support functions recently incorporated in the literature.

• Geomechanics and Engineering
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• v.30 no.2
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• pp.123-138
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• 2022

Present study computes the ultimate bearing capacity of an embedded strip footing situated on the rock slope subjected to seismic loading. Influences of embedment depth of strip footing, horizontal seismic acceleration coefficient, rock slope angle, Geological Strength Index, normalized uniaxial compressive strength of rock mass, disturbance factor, and Hoek-Brown material constant are studied in detail. To perform the analysis, the lower bound finite element limit analysis method in combination with the semidefinite programming is utilized. From the results of the present study, it can be found that the magnitude of the bearing capacity factor reduces quite substantially with an increment in the seismic loading. In addition, with the increment in slope angle, further reduction in the value of the bearing capacity factor is observed. On the other hand, with an increment in the embedment depth, an increment in the value of the bearing capacity factor is found. Stress contours are presented to describe the combined failure mechanism of the footing-rock slope system in the presence of static as well as seismic loadings for the different embedment depths.

• Interaction and multiscale mechanics
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• v.1 no.1
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• pp.103-121
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• 2008

This paper presents an optimization-based method for computing a minimal bounding ellipsoid that contains the set of static responses of an uncertain braced frame. Based on a non-stochastic modeling of uncertainty, we assume that the parameters both of brace stiffnesses and external forces are uncertain but bounded. A brace member represents the sum of the stiffness of the actual brace and the contributions of some non-structural elements, and hence we assume that the axial stiffness of each brace is uncertain. By using the $\mathcal{S}$-lemma, we formulate a semidefinite programming (SDP) problem which provides an outer approximation of the minimal bounding ellipsoid. The minimum bounding ellipsoids are computed for a braced frame under several uncertain circumstances.

• Journal of applied mathematics & informatics
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• v.30 no.1_2
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• pp.127-133
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• 2012

We establish the polynomial convergence of a new class of path-following methods for SDLCP whose search directions belong to the class of directions introduced by Monteiro [3]. We show that the polynomial iteration-complexity bounds of the well known algorithms for linear programming, namely the short-step path-following algorithm of Kojima et al. and Monteiro and Alder, carry over to the context of SDLCP.

• Proceedings of the IEEK Conference
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• 1999.11a
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• pp.728-731
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• 1999

This paper concerns a development of LQ-servo PI controller design on the basis of time-domain approach. This is because the previous design techniques developed on the frequency-domain is not well suited to meet the time-domain design specifications. Our development techniques used in this paper is based on the convex optimization methods including Lagrange multiplier, dual concept, semidefinite programming.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.5 no.2
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• pp.137-147
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• 2001

Nonconvex Quadratic Optimization Problems (QOP) are solved approximately by SDP (semidefinite programming) relaxation and SOCP (second order cone programmming) relaxation. Nonconvex QOPs with special structures can be solved exactly by SDP and SOCP. We propose a method to formulate general nonconvex QOPs into the special form of the QOP, which can provide a way to find more accurate solutions. Numerical results are shown to illustrate advantages of the proposed method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.6
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• pp.2204-2224
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• 2021

This paper studies secure wireless transmission from a multi-antenna transmitter to a single-antenna intended receiver overheard by multiple eavesdroppers with considering the imperfect channel state information (CSI) of wiretap channel. To enhance security of communication link, the artificial noise (AN) is generated at transmitter. We first design the robust joint optimal beamforming of secret signal and AN to minimize transmit power with constraints of security quality of service (QoS), i.e., minimum allowable signal-to-interference-and-noise ratio (SINR) at receiver and maximum tolerable SINR at eavesdroppers. The formulated design problem is shown to be nonconvex and we transfer it into linear matrix inequalities (LMIs). The semidefinite relaxation (SDR) technique is used and the approximated method is proved to solve the original problem exactly. To verify the robustness and tightness of proposed beamforming, we also provide a method to calculate the worst-case SINR at eavesdroppers for a designed transmit scheme using semidefinite programming (SDP). Additionally, the secrecy rate maximization is explored for fixed total transmit power. To tackle the nonconvexity of original formulation, we develop an iterative approach employing sequential parametric convex approximation (SPCA). The simulation results illustrate that the proposed robust transmit schemes can effectively improve the transmit performance.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2004.05a
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• pp.107-110
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• 2004

We present a unifying framework to establish a lower-bound on the number of semidefinite programming based, lift-and-project iterations (rank) for computing the convex hull of the feasible solutions of various combinatorial optimization problems. This framework is based on the maps which are commutative with the lift-and-project operators. Some special commutative maps were originally observed by $Lov{\acute{a}}sz$ and Schrijver, and have been used usually implicitly in the previous lowerbound analyses. In this paper, we formalize the lift-and-project commutative maps and propose a general framework for lower-bound analysis, in which we can recapture many of the previous lower-bound results on the lift-and-project ranks.

• Proceedings of the KIEE Conference
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• 2004.07d
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• pp.2242-2244
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• 2004

This paper deals with the design of a reduced-order stabilizing controller for the linear system. The coupled lineal matrix inequality (LMI) problem subject to a rank condition is solved by a sequential semidefinite programming (SDP) approach. The nonconvex rank constraint is incorporated into a strictly linear penalty function, and the computation of the gradient and Hessian function for the Newton method is not required. The penalty factor and related term are updated iteratively. Therefore the overall procedure leads to a successive LMI relaxation method. Extensive numerical experiments illustrate the proposed algorithm.