On strong duality in linear copositive programming
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Publication:2149604
DOI10.1007/S10898-021-00995-3zbMATH Open1489.90119arXiv2004.09865OpenAlexW3130358933MaRDI QIDQ2149604FDOQ2149604
Authors: O. I. Kostyukova, Tatiana V. Tchemisova 
Publication date: 29 June 2022
Published in: Journal of Global Optimization (Search for Journal in Brave)
Abstract: The paper is dedicated to the study of strong duality for a problem of linear copositive programming. Based on the recently introduced concept of the set of normalized immobile indices, an extended dual problem is deduced. The dual problem satisfies the strong duality relations and does not require any additional regularity assumptions such as constraint qualifications. The main difference with the previously obtained results consists in the fact that now the extended dual problem uses neither the immobile indices themselves nor the explicit information about the convex hull of these indices. The strong duality formulations presented in the paper have similar structure and properties as that proposed in the works of M. Ramana, L. Tuncel, and H. Wolkovicz, for semidefinite programming, but are obtained using different techniques.
Full work available at URL: https://arxiv.org/abs/2004.09865
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strong dualitysemidefinite programming (SDP)constraint qualificationsemi-infinite programming (SIP)extended dual problemlinear copositive programmingnormalized immobile index set
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Cited In (5)
- An exact explicit dual for the linear copositive programming problem
- Special issue: 18th international conference on mathematical optimization theory and operations research (MOTOR 2019)
- Lagrangian duality in convex conic programming with simple proofs
- On the uniform duality in copositive optimization
- Title not available (Why is that?)
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