Publicação
On strong duality in linear copositive programming
| Resumo: | The paper is dedicated to the study of strong duality for a problem of linear copositive programming. Based on the recently introduced concept of the set of normalized immobile indices, an extended dual problem is deduced. The dual problem satisfies the strong dual ity relations and does not require any additional regularity assumptions such as constraint qualifications. The main difference with the previously obtained results consists in the fact that now the extended dual problem uses neither the immobile indices themselves nor the explicit information about the convex hull of these indices. The strong duality formulations presented in the paper for linear copositive problems have similar structure and properties as that proposed in the works by M. Ramana, L. Tuncel, and H. Wolkowicz, for semidefinite programming. |
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| Autores principais: | Kostyukova, O. I. |
| Outros Autores: | Tchemisova, T. V. |
| Assunto: | Linear Copositive Programming Strong duality Normalized immobile index set Extended dual problem Constraint Qualification Semi-infinite Programming (SIP) Semidefinite programming (SDP) |
| Ano: | 2021 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso restrito |
| Instituição associada: | Universidade de Aveiro |
| Idioma: | inglês |
| Origem: | RIA - Repositório Institucional da Universidade de Aveiro |
| Resumo: | The paper is dedicated to the study of strong duality for a problem of linear copositive programming. Based on the recently introduced concept of the set of normalized immobile indices, an extended dual problem is deduced. The dual problem satisfies the strong dual ity relations and does not require any additional regularity assumptions such as constraint qualifications. The main difference with the previously obtained results consists in the fact that now the extended dual problem uses neither the immobile indices themselves nor the explicit information about the convex hull of these indices. The strong duality formulations presented in the paper for linear copositive problems have similar structure and properties as that proposed in the works by M. Ramana, L. Tuncel, and H. Wolkowicz, for semidefinite programming. |
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