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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 …
Persistent link: https://www.econbiz.de/10008484094
This paper presents a unified study of duality properties for the problem of minimizing a linear function over the … intersection of an affine space with a convex cone in finite dimension. Existing duality results are carefully surveyed and some … new duality properties are established. Examples are given to illustrate these new properties. The topics covered in this …
Persistent link: https://www.econbiz.de/10008484096
This paper attempts to extend the notion of duality for convex cones, by basing it on a predescribed conic ordering and …-product itself is replaced by a general multi-dimensional bilinear mapping. This new type of duality is termed the D-induced duality … in the paper. Basic properties of the extended duality, including the extended bi-polar theorem, are proven. Examples are …
Persistent link: https://www.econbiz.de/10008584700
This paper attempts to extend the notion of duality for convex cones, by basing it on a predescribed conic ordering and …-product itself is replaced by a general multi-dimensional bilinear mapping. This new type of duality is termed the D-induced duality … cones and are convenient to use for some practical applications. Properties of the extended duality, including the extended …
Persistent link: https://www.econbiz.de/10008584754