On duality theory for non-convex semidefinite programming

被引：3

作者：

Sun, Wenyu ^{[1
]}

Li, Chengjin ^{[1
,2
]}

Sampaio, Raimundo J. B. ^{[3
]}

机构：

[1] Nanjing Normal Univ, Jiangsu Key Lab NSLSCS, Sch Math Sci, Nanjing 210046, Peoples R China

[2] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China

[3] Pontif Catholic Univ Panara PUCPR, Grad Program Prod & Syst Engn PPGEPS, BR-81611970 Curitiba, Parana, Brazil

来源：

ANNALS OF OPERATIONS RESEARCH | 2011年 / 186卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Semidefinite programming; Nonconvex semidefinite programming; Duality; Convex-like function; Invex function; SUCCESSIVE LINEARIZATION METHODS;

D O I：

10.1007/s10479-011-0861-z

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, with the help of convex-like function, we discuss the duality theory for nonconvex semidefinite programming. Our contributions are: duality theory for the general nonconvex semidefinite programming when Slater's condition holds; perfect duality for a special case of the nonconvex semidefinite programming for which Slater's condition fails. We point out that the results of Fan (Appl. Math. Lett. 18:1068-1073, 2005) can be regarded as a special case of our result.

引用

页码：331 / 343

页数：13

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