Universal duality in conic convex optimization (Q868444)
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English | Universal duality in conic convex optimization |
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Universal duality in conic convex optimization (English)
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5 March 2007
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For a given pair of dual convex problems in a conic form, the authors introduce the concept of universal duality. By this they mean a situation where a zero duality gap occurs for every linear objective function and right-hand side of constraint functions. Among others, they provide necessary and sufficient conditions for universal duality and give a relationship between universal duality for conic optimization and boundedness of the primal and dual feasible sets. They also illustrate the results on a class of semindefinite programs in control theory.
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conic convex programming
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constraint qualification
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duality gap
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