Approximating SDP solutions with linear programs and simplex-like algorithm
Kirschner Felix  1@  , Arnaud Lazare  2@  , Ismaël Aliouat  2@  , Michaël Gabay  2, 3@  
1 : Tilburg University
2 : Artelys
Artelys
3 : Laboratoire des sciences pour la conception, l'optimisation et la production  (G-SCOP)  -  Site web
Université Joseph Fourier - Grenoble I, Institut National Polytechnique de Grenoble (INPG), CNRS : UMR5272
46, avenue Félix Viallet 38031 Grenoble Cedex 1 -  France

we present an algorithm to compute upper bounds to semidefinite programs thanks to a hierarchy of linear programs. At each iteration, we find an optimal basis for the next iteration as it is the case in the simplex algorithm for the linear case


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