Article ID: | iaor20116880 |
Volume: | 186 |
Issue: | 1 |
Start Page Number: | 331 |
End Page Number: | 343 |
Publication Date: | Jun 2011 |
Journal: | Annals of Operations Research |
Authors: | Sun Wenyu, Li Chengjin, Sampaio B |
Keywords: | programming: convex |
In this paper, with the help of convex-like function, we discuss the duality theory for nonconvex semidefinite programming. Our contributions are: duality theory for the general nonconvex semidefinite programming when Slater’s condition holds; perfect duality for a special case of the nonconvex semidefinite programming for which Slater’s condition fails. We point out that the results of Fan (2005) can be regarded as a special case of our result.