Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9502967 | Journal of Mathematical Analysis and Applications | 2005 | 5 Pages |
Abstract
Semidefinite programs are convex optimization problems arising in a wide variety of applications and are the extension of linear programming. Most methods for linear programming have been generalized to semidefinite programs. Just as in linear programming, duality theorem plays a basic and an important role in theory as well as in algorithmics. Based on the discretization method and convergence property, this paper proposes a new proof of the strong duality theorem for semidefinite programming, which is different from other common proofs and is more simple.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Qingzhi Yang,