Perfect duality in semi-infinite and semidefinite programming

Perfect duality in semi-infinite and semidefinite programming

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Article ID: iaor2003735
Country: Germany
Volume: 91
Issue: 1
Start Page Number: 127
End Page Number: 144
Publication Date: Jan 2001
Journal: Mathematical Programming
Authors: ,
Keywords: duality
Abstract:

This paper develops new relationships between the recently constructed semidefinite programming perfect duality and the earlier perfect duality achieved for linear semi-infinite programming. Applying the linear semi-infinite perfect duality construction to semidefinite programming yields a larger feasible set than the one obtained by the newly constructed semidefinite programming regularized perfect dual.

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