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

duality gapconstraint qualificationconic convex programming

Mathematics Subject Classification ID

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

Recommendations

• Stable zero duality gaps in convex programming: complete dual characterisations with applications to semidefinite programs
• Some robust convex programs without a duality gap
• New dual constraint qualifications characterizing zero duality gaps of convex programs and semidefinite programs
• Strong Duality for Semidefinite Programming
• Zero duality gap for convex programs: a generalization of the Clark-Duffin theorem

Cites work

• scientific article; zbMATH DE number 3509337 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 3308846 (Why is no real title available?)
• scientific article; zbMATH DE number 3324894 (Why is no real title available?)
• scientific article; zbMATH DE number 960150 (Why is no real title available?)
• A mathematical view of interior-point methods in convex optimization
• Clark's Theorem on linear programs holds for convex programs
• Complementarity and nondegeneracy in semidefinite programming
• Cones, matrices and mathematical programming
• Conic convex programming and self-dual embedding
• Convex Analysis
• Interior-Point Algorithms for Semidefinite Programming Problems Derived from the KYP Lemma
• On the generic properties of convex optimization problems in conic form
• Riemannian geometry of Grassmann manifolds with a view on algorithmic computation
• Semidefinite optimization
• The Geometry of Algorithms with Orthogonality Constraints

Cited in

(8)

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

This page was built for publication: Universal duality in conic convex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q868444)