Abstract
In this article, we study semi-definite and semi-infinite programming problems (SDSIP). which includes semi-infinite linear programs and semi-definite programs as special cases. We establish that a uniform duality between the homogeneous (SDSIP) and its Lagrangian-type dual problem is equivalent to the closedness condition of certain cone. Moreover, this closedness condition was assured by a generalized canonically closedness condition and a Slater condition. Corresponding results for the nonhomogeneous (SDSIP) problem were obtained by transforming it into an equivalent homogeneous (SDSIP) problem.
| Original language | English |
|---|---|
| Pages (from-to) | 507-528 |
| Number of pages | 22 |
| Journal | Optimization |
| Volume | 52 |
| Issue number | 4-5 |
| DOIs | |
| Publication status | Published - 1 Aug 2003 |
Keywords
- Duality
- Semi-definite program
- Semi-infinite program
ASJC Scopus subject areas
- Applied Mathematics
- Control and Optimization
- Management Science and Operations Research