Exact duals and short certificates of infeasibility and weak infeasibility in conic linear programming (Q1702782)
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English | Exact duals and short certificates of infeasibility and weak infeasibility in conic linear programming |
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Exact duals and short certificates of infeasibility and weak infeasibility in conic linear programming (English)
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28 February 2018
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The authors consider conic linear programming (LP) problems. Contrary to standard linear programming, the Lagrange dual of a conic LP is in general not an exact dual. Here, the authors present exact duals and certificates of (weak) infeasibility for general conic LP. Moreover, they present some geometric statements, such as e.g. an exact characterization of when the linear image of a closed convex cone is closed.
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conic linear programming
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semidefinite programming
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facial reduction
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exact duals
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exact certificates of infeasibility and weak infeasibility
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closedness of the linear image of a closed convex cone
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