In semidefinite programming, one minimizes a linear function subject to the constraint that an affine combination of symmetric matrices is positive semidefinite. Such a constraint is nonlinear and nonsmooth, but convex, so semidefinite programs are convex optimization problems. Semidefinite programming unifies several standard problems (e.g. linear quadratic programming) and finds many applications in engineering and combinatorial optimization. Although semidefinite programs are much more general than linear programs, they are not much harder to solve. This paper gives a survey of the theory and applications of semidefinite programs and an introduction to primal-dual interior-point methods for their solution.