... expressed in Theorem 2, Section 5.6. 15 .9 SEMIDEFINITE PROGRAMMING Semidefinite programming (SDP) is a natural extension of linear programming. In linear programming, the variables form a vector which ... satisfying the first-order conditions for problems when fx and g ix are not generally convexfunctions.Quadratic Programming Let fx = 1 /2 xTQx +cTx and g ix =−xifor i = 1 n, and ... system of linear equations:−S g xdx G xds= 1+ Sgx ( 51) Adx=b−Ax−ATdy+ 2 fx +isi 2 g ixdx+ g xTds=ATy −fxT− g xTswhere G x =diag g x.Recently,...