linear conic problems

On duality gap in linear conic problems

  • Constantin Zalinescu
    • Categories Linear, Cone and Semidefinite Programming Tags ,

    In their paper “Duality of linear conic problems” A. Shapiro and A. Nemirovski considered two possible properties (A) and (B) for dual linear conic problems (P) and (D). The property (A) is “If either (P) or (D) is feasible, then there is no duality gap between (P) and (D)”, while property (B) is “If both … Read more