Universal duality in conic convex optimization

DOI10.1007/S10107-005-0690-4MaRDI QIDQ868444zbMATH OpenOpenAlexFDO

Authors Simon P. Schurr, Dianne P. O'Leary, André L. Tits

Publication date 5 March 2007

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1903/6431

zbMATH Keywords

conic convex programmingconstraint qualificationduality gap

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Review text

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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Cited in

(8)

• On duality theory of conic linear problems.
• Some robust convex programs without a duality gap
• Bad semidefinite programs: they all look the same
• Dualize it: software for automatic primal and dual conversions of conic programs
• OBSERVATIONS ON INFEASIBILITY DETECTORS FOR CLASSIFYING CONIC CONVEX PROGRAMS
• Lagrangian duality in convex conic programming with simple proofs
• On duality gap in linear conic problems
• Stable zero duality gaps in convex programming: complete dual characterisations with applications to semidefinite programs

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