... extension of linear programming. In linear programming, the variables form a vector which is required to be component-wise nonnegative, while in semidefinite programming the variables are compo-nents ... higher than the minimalobjective cost.Example 2 (Linear Programming) . To see that the problem (SDP) (that is,(56)) generalizes linear programing define C = diagc1c 2 cn, and ... 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 = 1n, and...