| Article ID: | iaor20052802 |
| Country: | United Kingdom |
| Volume: | 54 |
| Issue: | 1 |
| Start Page Number: | 1 |
| End Page Number: | 25 |
| Publication Date: | Feb 2005 |
| Journal: | Optimization |
| Authors: | Gmez Juan A., Bosch Paul J., Amaya Jorge |
| Keywords: | duality |
The aim of this work is to generalize strong duality theorems for inexact linear programming and to derive duality results for inexact semi-definite programming problems. We give a detailed proof of the general result, using the Dubovitskii-Milyutin approach. The last section contains applications to inexact problems and a few comments for further developments.