A distributional Farkas' lemma and moment optimization problems with no-gap dual semi-definite programs (Q6542453)

The authors propose the first generalized Farkas type lemma for an inequality system involving distributions in the literature. In particular, this result highlights an equivalence between an infinitely dimensional system of moment inequalities and a semidefinite system, when the support for the involved distributions is a spectrahedron. The main result is then employed for delivering zero-gap duality results between a class of moment optimization problems and numerically tractable semidefinite programs.