Survey Papers and Books

• M. Laurent.
  "Sums of squares, moment matrices and optimization over polynomials",
  Emerging Applications of Algebraic Geometry, Vol. 149 of IMA Volumes in Mathematics and its Applications, M. Putinar and S. Sullivant (eds.), Springer, pages 157-270, 2009.
  Available on the homepage of Monique Laurent.
• I. Polik and T. Terlaky.
  "A comprehensive study of the S-lemma",
  AdvOL Report #2004/14, McMaster University, Department of Computing and Software, October 2004.
  opt-online
• A. Lewis.
  "The mathematics of eigenvalue optimization",
  Department of Mathematics, Simon Fraser University, Canada, April 2003.
  opt-online
• R.D.C. Monteiro.
  "First- and Second-Order Methods for Semidefinite Programming",
  Georgia Tech, January 2003.
  opt-online
• M. Laurent and F. Rendl.
  "Semidefinite programming and integer programming",
  A preliminary version: Report PNA-R0210, CWI, Amsterdam, April 2002.
  optimization-online
• E. de Klerk.
  "Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications",
  Applied Optimization Series, Volume 65. Kluwer Academic Publishers, March 2002, 300 pp., ISBN 1-4020-0547-4.

• M. Todd.
  "Semidefinite Optimization",
  Acta Numerica 10 (2001), pp. 515--560.
  ps-file (http)

• C. Helmberg.
  "Semidefinite Programming for Combinatorial Optimization",
  Habilitationsschrift, TU Berlin, January 2000.
  ZIB-Report ZR-00-34, Konrad-Zuse-Zentrum Berlin, October 2000.
  pdf-file (ftp), abstract

• L. El Ghaoui and S.-I. Niculescu (editors).
  "Advances in Linear Matrix Inequality Methods in Control",
  SIAM, Philadelphia, 2000.

• H. Wolkowicz, R. Saigal, and L. Vandenberghe (editors).
  "Handbook on Semidefinite Programming",
  Kluwer, 2000.
  contents

• L. Vandenberghe and S. Boyd.
  "Semidefinite Programming",
  SIAM Review 38, March 1996, pp. 49-95.
  ps-file (http), abstract

• S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan.
  "Linear Matrix Inequalities in System and Control Theory",
  SIAM Studies in Applied Mathematics, Philadelphia, 1994.

• Y. Nesterov and A. Nemirovskii.
  "Interior-Point Polynomial Algorithms in Convex Programming",
  SIAM Studies in Applied Mathematics, Philadelphia, 1993.

• P. M. Pardalos and H. Wolkowicz (Eds.).
  "Topics in Semidefinite and Interior Point Methods",
  Fields Institute Communications 18, AMS, Providence, Rhode Island, 1998.