ϵ-Duality Theorems for Convex Semidefinite Optimization Problems with Conic Constraints

A convex semidefinite optimization problem with a conic constraint is considered. We formulate a Wolfe-type dual problem for the problem for its ϵ-approximate solutions, and then we prove ϵ-weak duality theorem and ϵ-strong duality theorem which hold between the p...

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Bibliographic Details
Main Authors: Gue Myung Lee, Jae Hyoung Lee
Format: Article
Language:English
Published: SpringerOpen 2010-01-01
Series:Journal of Inequalities and Applications
Online Access:http://dx.doi.org/10.1155/2010/363012