Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996
convex cone. In the first half of the paper, we give a detailed study of duality properties of this problem and present … the duality properties of the problem. In the second half of the paper, we propose a self-dual embedding with the … case of strong duality, these objective values in fact converge to the optimal value of the original problem. When the …