Equivalence of two nondegeneracy conditions for semidefinite programs (Q2483041)
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English | Equivalence of two nondegeneracy conditions for semidefinite programs |
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Equivalence of two nondegeneracy conditions for semidefinite programs (English)
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5 May 2008
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In semidefinite programming, a broad generalization of linear programming to the convex cone of positive semidefinite matrices, degenerate problems are typically difficult to solve: algorithms show slow convergence near the optimum, and computed solutions may be highly sensitive to perturbations. It is thus relevant to derive conditions for non-degeneracy. In this paper, the authors show that two previously available non-degeneracy conditions are actually equivalent.
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semidefinite programming
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optimality conditions
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duality
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