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