On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization

  • Robert M. Freund
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming Tags , , , Short URL: https://optimization-online.org/?p=8788

    For a conic optimization problem: minimize cx subject to Ax=b, x \in C, we present a geometric relationship between the maximum norms of the level sets of the primal and the inscribed sizes of the level sets of the dual (or the other way around).

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    MIT Operations Research Center Working Paper

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