Survey Papers and Books

• M. F. Anjos and J. B. Lasserre.
  "Handbook on Semidefinite, Conic and Polynomial Optimization",
  Springer, 2012.
• C. Bachoc, D. C. Gijswijt, A. Schrijver, and F. Vallentin.
  "Invariant semidefinite programs",
  CWI, July 2010, written for "Handbook of Semidefinite, Cone and Polynomial Optimization: Theory, Algorithms, Software and Applications".
  opt-online
• Akiko Yoshise.
  "Complementarity Problems over Symmetric Cones",
  Discussion Paper Series No. 1262, Department of Social Systems and Management, University of Tsukuba, July 2010.
  opt-online
• 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 and in its updated version.
• Mirjam Duer.
  "Copositive Programming - a Survey",
  Institute of Mathematics and Computing Science, University of Groningen, November 2009.
  opt-online
• A. Ben-Tal, L. El Ghaoui and A. Nemirovski.
  "Robust Optimization",
  Princeton Series in Applied Mathematics, Princeton University Press, 2009.
  Princetion University Press

• E. De Klerk.
  "Exploiting special structure in semidefinite programming: a survey of theory and applications",
  Department of Econometrics and OR, Tilburg University, The Netherlands, January 2009.
  opt-online
• S. Boyd and L. Vandenberghe.
  "Convex Optimization",
  Cambridge University Press, SIAM, Philadelphia, 2004.
  the book's homepage (download possible)

• 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.
• A. Ben-Tal and A. Nemirovski.
  "Lectures on modern convex optimization. Analysis, algorithms, and engineering applications",
  MPS/ SIAM Series on Optimization, SIAM, Philadelphia 2001.
• 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.