An easy way to obtain strong duality results in linear, linear semidefinite and linear semi-infinite programming

P.C. Pop, Georg J. Still

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Abstract

In linear programming it is known that an appropriate non-homogeneous Farkas Lemma leads to a short proof of the strong duality results for a pair of primal and dual programs. By using a corresponding generalized Farkas lemma we give a similar proof of the strong duality results for semidefinite programs under constraint qualifications. The proof includes optimality conditions. The same approach leads to corresponding results for linear semi-infinite programs. For completeness, the proofs for linear programs and the proofs of all auxiliary lemmata for the semidefinite case are included.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Publication statusPublished - 1999

Publication series

Name
PublisherDepartment of Applied Mathematics, University of Twente
No.1493
ISSN (Print)0169-2690

Keywords

  • MSC-90C34
  • MSC-90C25
  • MSC-90C05
  • EWI-3313
  • IR-65682

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