基于ELSD及其拉格朗日对偶的SDP自对偶嵌入

2010 Third International Joint Conference on Computational Science and Optimization Pub Date : 2010-05-28 DOI:10.1109/CSO.2010.139

Qinghong Zhang, Gang Chen, Ting Zhang

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引用次数: 0

摘要

研究了利用扩展拉格朗日-斯莱特对偶及其拉格朗日对偶求解半确定规划问题的一种嵌入方法。1996年由de Clerk等人证明的一个定理被重新审视。利用二次线性规划问题弱可行性的一个结果，给出了一个新的证明。

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

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.

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2010 Third International Joint Conference on Computational Science and Optimization

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