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-Duality Theorems for Convex Semidefinite Optimization Problems with Conic Constraints

DOI: 10.1155/2010/363012

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Abstract:

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

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