Connections Between Semi-Infinite and Semidefinite Programming

L. Vandenberghe and S. Boyd

Chapter 8 of Semi-Infinite Programming (Proceedings of the International Workshop on Semi-Infinite Programming), R. Reemtsen and J. Rueckmann, editors, Kluwer, pp.277-294, 1998.

Some interesting semi-infinite optimization problems can be reduced to semidefinite optimization problems, and hence solved efficiently using recent interior-point methods. In this paper we discuss semidefinite optimization from this perspective and illustrate the connections between semidefinite optimization and semi-infinite programming with examples and applications from systems and control, signal processing, computational geometry, and statistics.