On Zero Duality Gap and the Farkas Lemma for Conic Programming (Q3169012)

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scientific article
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On Zero Duality Gap and the Farkas Lemma for Conic Programming
scientific article

    Statements

    title
    On Zero Duality Gap and the Farkas Lemma for Conic Programming (English)
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    publication date
    27 April 2011
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    zbMATH Keywords
    conic programming
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    counterexample
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    duality gap
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    Farkas lemma
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    hedging prices
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    Identifiers

    Mathematics Subject Classification ID
    90C05
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    90C46
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    90C34
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    91G10
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    zbMATH DE Number
    5881612
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    OpenAlex ID
    W2121632648
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    Wikidata QID
    Q124963768
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