Many signal processing applications reduce to solving combinatorial optimization problems. Semidefinite programming (SDP) has been shown to be a very promising approach to combinatorial optimization, where SDP serves as a tractable convex relaxation of NP-hard problems. We present a nonlinear programming algorithm for solving SDP, based on a change of variables that replaces the symmetrical, positive semidefinite variable X in SDP with a rectangular variable R according to X=RR/sup T/. Very encouraging results are obtained to solve even large-scale combinatorial optimization programs, as the one arising in multiuser detection for code division multiple access (CDMA) systems.
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Abdi et al. (2002) studied this question.
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