I'm a physicist and I'm working on a problem that can be reduced to a SDP problem. My problem is: is there a theorem that assures that the result of an optimization saturates the constraint instead of only satisfying it? An example is the elliptope of $x$, $y$, $z$ variables and maximize a linear functional of these variables. Can we assure that we will always saturate the constraint that yields the elliptope?
2026-03-24 23:52:16.1774396336
Semidefinite optimization
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