Universal duality in conic convex optimization

被引：0
|
作者：
Simon P. Schurr
André L. Tits
Dianne P. O'Leary
机构：
[1] University of Maryland,Applied Mathematics Program
[2] University of Maryland,Department of Electrical and Computer Engineering and Institute for Systems Research
[3] University of Maryland,Computer Science Department and Institute for Advanced Computer Studies
来源：
Mathematical Programming | 2007年 / 109卷
关键词：
Conic Convex Optimization; Constraint Qualification; Duality Gap; Universal Duality; Generic Property;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Given a primal-dual pair of linear programs, it is well known that if their optimal values are viewed as lying on the extended real line, then the duality gap is zero, unless both problems are infeasible, in which case the optimal values are +∞ and −∞. In contrast, for optimization problems over nonpolyhedral convex cones, a nonzero duality gap can exist when either the primal or the dual is feasible.
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页码：69 / 88
页数：19
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