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Title: Daulity for semi-definite and semi-infinite programming with equality constraints
Authors: Li, SJ
Yang, XQ 
Teo, KL
Keywords: Duality
Semi-definite program
Semi-infinite program
Issue Date: 2005
Publisher: Springer Science+Business Media
Source: In L Qi, K Teo & X Yang (Eds.), Optimization and control with applications, p. 115-125. New York: Springer Science+Business Media, 2005 How to cite?
Abstract: In this paper, we study a semi-definite and semi-infinite programming problem (SDSIP) with equality constraints. We establish that a uniform duality between a homogeneous (SDSIP) problem and its Lagrangian-type dual problem is equivalent to the closedness condition of certain cone. A corresponding result for a nonhomogeneous (SDSIP) problem is also obtained by transforming it into an equivalent homogeneous (SDSIP) problem.
ISBN: 978-0-387-24254-5 (print)
978-0-387-24255-2 (online)
DOI: 10.1007/0-387-24255-4_4
Appears in Collections:Book Chapter

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