LA RèGLE 2 MINUTES POUR OPTIMISATION

Semidefinite programming (SDP) is a subfield of convex optimization where the underlying changeant are semidefinite matrices. It is a generalization of linear and convex quadratic programming.Optima of equality-constrained problems can Sinon found by the Lagrange Agrandir method. The optima of problems with equality and/pépite inequality constrain