An easy way to obtain strong duality results in linear, linear semidefinite and linear semi-infinite programming

Share/Save/Bookmark

Pop, P.C. and Still, G.J. (1999) An easy way to obtain strong duality results in linear, linear semidefinite and linear semi-infinite programming. [Report]

[img]
Preview
PDF
88Kb
Abstract: In linear programming it is known that an appropriate non-homogeneous Farkas Lemma leads to a short proof of the strong duality results for a pair of primal and dual programs. By using a corresponding generalized Farkas lemma we give a similar proof of the strong duality results for semidefinite programs under constraint qualifications. The proof includes optimality conditions. The same approach leads to corresponding results for linear semi-infinite programs. For completeness, the proofs for linear programs and the proofs of all auxiliary lemmata for the semidefinite case are included.
Item Type:Report
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:
Link to this item:http://purl.utwente.nl/publications/65682
Export this item as:BibTeX
EndNote
HTML Citation
Reference Manager

 

Repository Staff Only: item control page