Duality Results for Conic Convex Programming
This paper presents a unified study of duality properties for the problem of minimizing a linear function over the intersection of an affine space with a convex cone in finite dimension. Existing duality results are carefully surveyed and some new duality properties are established. Examples are given to illustrate these new properties. The topics covered in this paper include Gordon-Stiemke type theorems, Farkas type theorems, perfect duality, Slater condition, regularization, Ramana's duality, and approximate dualities. The dual representations of various convex sets, convex cones and conic convex programs are also discussed.
|Keywords||conic convex programming, duality, semidefinite programming|
Luo, Z-Q., Sturm, J.F., & Zhang, S.. (1997). Duality Results for Conic Convex Programming (No. EI 9719/A). Retrieved from http://hdl.handle.net/1765/1412