Dual semidefinite programs without duality gaps for a class of convex minimax programs (Q462995): Difference between revisions

The authors introduce a new dual program, which is representable as a semidefinite linear programming problem, for a primal convex minimax programming problem. They show that there is no duality gap between the primal and the dual whenever the functions involved are sum-of-squares convex polynomials. The strong duality results for this class of minimax problems are derived under a suitable constraint qualification.

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zbMATH Keywords

sum-of-squares convex polynomials

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minimax programming

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semidefinite programming

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duality

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zero duality gap

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reviewed by

Xiangsun Zhang

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MaRDI profile type

MaRDI publication profile

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cites work

Q4286721

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Min-max optimization of several classical discrete optimization problems

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Q3182207

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Theory and Applications of Robust Optimization

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Strong Duality in Robust Convex Programming: Complete Characterizations

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Q4779970

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Exact SDP relaxations for classes of nonlinear semidefinite programming problems

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Semidefinite Programming

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Semidefinite representation of convex sets

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A convex polynomial that is not sos-convex

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A Complete Characterization of the Gap between Convexity and SOS-Convexity

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Q3601990

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A Frank--Wolfe type theorem for convex polynomial programs

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Q3149262

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Lectures on Modern Convex Optimization

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Farkas-type results for max-functions and applications

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Q3141900

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Q3996569

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An algorithm for generalized fractional programs

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Duality without a constraint qualification for minimax fractional programming

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Fractional programming

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Identifiers

zbMATH Open document ID

1312.90087

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Mathematics Subject Classification ID

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10.1007/S10957-013-0496-0

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Sitelinks

Mathematics(1 entry)

mardi Publication:462995

@@ Property / DOI @@
-.1007/s10957-013-0496-0
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@@ Property / author @@
-José Vicente-Pérez
@@ Property / author: José Vicente-Pérez / rank @@
-Normal rank
@@ Property / author @@
+José Vicente-Pérez
@@ Property / author: José Vicente-Pérez / rank @@
+Normal rank
@@ Property / review text @@
+The authors introduce a new dual program, which is representable as a semidefinite linear programming problem, for a primal convex minimax programming problem. They show that there is no duality gap between the primal and the dual whenever the functions involved are sum-of-squares convex polynomials. The strong duality results for this class of minimax problems are derived under a suitable constraint qualification.
+Normal rank
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+C47
@@ Property / Mathematics Subject Classification ID: 90C47 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C22
@@ Property / Mathematics Subject Classification ID: 90C22 / rank @@
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@@ Property / zbMATH DE Number @@
+6360646
@@ Property / zbMATH DE Number: 6360646 / rank @@
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@@ Property / zbMATH Keywords @@
+sum-of-squares convex polynomials
@@ Property / zbMATH Keywords: sum-of-squares convex polynomials / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+minimax programming
@@ Property / zbMATH Keywords: minimax programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semidefinite programming
@@ Property / zbMATH Keywords: semidefinite programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+duality
@@ Property / zbMATH Keywords: duality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+zero duality gap
@@ Property / zbMATH Keywords: zero duality gap / rank @@
+Normal rank
@@ Property / reviewed by @@
+Xiangsun Zhang
@@ Property / reviewed by: Xiangsun Zhang / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+.5151
@@ Property / arXiv ID: 1307.5151 / rank @@
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@@ Property / cites work @@
+Q4286721
@@ Property / cites work: Q4286721 / rank @@
+Normal rank
@@ Property / cites work @@
+Min-max optimization of several classical discrete optimization problems
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory and Applications of Robust Optimization
@@ Property / cites work: Theory and Applications of Robust Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Duality in Robust Convex Programming: Complete Characterizations
+Normal rank
@@ Property / cites work @@
+Q4779970
@@ Property / cites work: Q4779970 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact SDP relaxations for classes of nonlinear semidefinite programming problems
+Normal rank
@@ Property / cites work @@
+Semidefinite Programming
@@ Property / cites work: Semidefinite Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Semidefinite representation of convex sets
@@ Property / cites work: Semidefinite representation of convex sets / rank @@
+Normal rank
@@ Property / cites work @@
+A convex polynomial that is not sos-convex
@@ Property / cites work: A convex polynomial that is not sos-convex / rank @@
+Normal rank
@@ Property / cites work @@
+A Complete Characterization of the Gap between Convexity and SOS-Convexity
+Normal rank
@@ Property / cites work @@
+Q3601990
@@ Property / cites work: Q3601990 / rank @@
+Normal rank
@@ Property / cites work @@
+A Frank--Wolfe type theorem for convex polynomial programs
+Normal rank
@@ Property / cites work @@
+Q3149262
@@ Property / cites work: Q3149262 / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Modern Convex Optimization
@@ Property / cites work: Lectures on Modern Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Farkas-type results for max-functions and applications
+Normal rank
@@ Property / cites work @@
+Q3141900
@@ Property / cites work: Q3141900 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996569
@@ Property / cites work: Q3996569 / rank @@
+Normal rank
@@ Property / cites work @@
+An algorithm for generalized fractional programs
@@ Property / cites work: An algorithm for generalized fractional programs / rank @@
+Normal rank
@@ Property / cites work @@
+Duality without a constraint qualification for minimax fractional programming
+Normal rank
@@ Property / cites work @@
+Fractional programming
@@ Property / cites work: Fractional programming / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10957-013-0496-0
@@ Property / DOI: 10.1007/S10957-013-0496-0 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:462995