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Perfect duality in semi–infinite and semidefinite programming

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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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Authors and Affiliations

  1. Department of Management Sciences, College of Business Administration and Program in Applied Mathematical & Computational Sciences, University of Iowa, Iowa City, IA 52242, USA, e-mail: ken-kortanek@uiowa.edu, , , , , , US

    K.O. Kortanek

  2. Program in Applied Mathematical & Computational Sciences, University of Iowa, Iowa City, IA 52242, USA, e-mail: qzhang@math.uiowa.edu, , , , , , US

    Q. Zhang

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  1. K.O. Kortanek
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  2. Q. Zhang
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Received: November 10, 1997 / Accepted: March 5, 1999¶Published online May 3, 2001

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Kortanek, K., Zhang, Q. Perfect duality in semi–infinite and semidefinite programming. Math. Program. 91, 127–144 (2001). https://doi.org/10.1007/s101070100232

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  • DOI: https://doi.org/10.1007/s101070100232

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