Uniform LP duality for semidefinite and semi-infinite programming
Recently, a semidefinite and semi-infinite linear programming problem (SDSIP), its dual (DSDSIP), and uniform LP duality between (SDSIP) and (DSDSIP) were proposed and studied by Li et al. (Optimization 52:507–528, 2003). In this paper, we show that (SDSIP) is an ordinary linear semi-infinite program and, therefore, all the existing results regarding duality and uniform LP duality for linear semi-infinite programs can be applied to (SDSIP). By this approach, the main results of Li et al. (Optimization 52:507–528, 2003) can be obtained easily. Copyright Springer-Verlag 2008
Volume (Year): 16 (2008)
Issue (Month): 2 (June)
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- R. J. Duffin & L. A. Karlovitz, 1965. "An Infinite Linear Program with a Duality Gap," Management Science, INFORMS, vol. 12(1), pages 122-134, September.
- A. Charnes & W. W. Cooper & K. Kortanek, 1963. "Duality in Semi-Infinite Programs and Some Works of Haar and Carathéodory," Management Science, INFORMS, vol. 9(2), pages 209-228, January.
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