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Duality

  • Hans Frenk
  • Kees Roos
  • Tamás Terlaky
  • Shuzhong Zhang
Part of the Applied Optimization book series (APOP, volume 33)

Abstract

For a given solution to a semidefinite programming problem, it is easy to check its feasibility and to calculate the amount of constraint violation. But how do you check optimality or near optimality in terms of the objective value? Duality theory provides an answer to these questions. The idea is to associate the semidefinite program with a dual semidefinite program in such a way that upper and lower bounds on the optimal value can be calculated, once feasible solutions to the SDP problem and its dual are known.

Keywords

Strong Duality Real Linear Space Improve Direction Strong Duality Theorem Dual Characterization 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Hans Frenk
    • 1
  • Kees Roos
    • 2
  • Tamás Terlaky
    • 2
  • Shuzhong Zhang
    • 1
  1. 1.Erasmus UniversityRotterdamThe Netherlands
  2. 2.Delft University of TechnologyThe Netherlands

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