Daulity for semi-definite and semi-infinite programming with equality constraints

S.J. Li; Xiaoqi Yang; K.L. Teo

doi:10.1007/0-387-24255-4_4

Daulity for semi-definite and semi-infinite programming with equality constraints

S.J. Li, Xiaoqi Yang, K.L. Teo

Research output: Chapter in book / Conference proceeding › Chapter in an edited book (as author) › Academic research

Abstract

In this paper, we study a semi-definite and semi-infinite programming problem (SDSIP) with equality constraints. We establish that a uniform duality between a homogeneous (SDSIP) problem and its Lagrangian-type dual problem is equivalent to the closedness condition of certain cone. A corresponding result for a nonhomogeneous (SDSIP) problem is also obtained by transforming it into an equivalent homogeneous (SDSIP) problem.

Original language	English
Title of host publication	Optimization and control with applications
Publisher	Springer Science+Business Media
Pages	115-125
Number of pages	11
ISBN (Electronic)	9780387242552
ISBN (Print)	9780387242545
DOIs	https://doi.org/10.1007/0-387-24255-4_4
Publication status	Published - 2005

Keywords

Duality
Semi-definite program
Semi-infinite program

More information

10.1007/0-387-24255-4_4

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KW - Duality

KW - Semi-definite program

KW - Semi-infinite program

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Daulity for semi-definite and semi-infinite programming with equality constraints

Abstract

Keywords

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