Self-Dual Embedding for SDP Using ELSD and its Lagrangian Dual

Abstract

This paper is devoted to the study of an embedding method for semi definite programming problems using Extended Lagrange-Slater dual (ELSD) and its Lagrangian dual. A theorem proved by de Clerk et al. in 1996 is revisited. A new proof is provided utilizing a result regarding the weak feasibility of a conic linear programming problem.