Duality Results for Conic Convex Programming

Z-Q. Luo, J.F. Sturm and Shuzhong Zhang

No EI 9719/A, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: This paper presents a unified study of duality properties for the problem of minimizing a linear function over the intersection of an affine space with a convex cone in finite dimension. Existing duality results are carefully surveyed and some new duality properties are established. Examples are given to illustrate these new properties. The topics covered in this paper include Gordon-Stiemke type theorems, Farkas type theorems, perfect duality, Slater condition, regularization, Ramana's duality, and approximate dualities. The dual representations of various convex sets, convex cones and conic convex programs are also discussed.

Keywords: conic convex programming; duality; semidefinite programming (search for similar items in EconPapers)
Date: 1997-01-01
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Citations: View citations in EconPapers (11)

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