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Complete Dual Characterizations of Optimality and Feasibility for Convex Semidefinite Programming (1999)  (Make Corrections)  
V. Jeyakumar, M. Nealon



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Abstract: A convex semidefinite programming problem is a convex constrained optimization problem, where the constraints are linear matrix inequalities, for which the standard Lagrangian condition is su#cient for optimality. However, this condition requires constraint qualifications to completely characterize optimality. We present a necessary and su#cient condition for optimality without a constraint qualification. This is achieved by relaxing the standard Lagrangian condition to a new asymptotic form. A ... (Update)

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BibTeX entry:   (Update)

@misc{ jeyakumar-complete,
  author = "V. Jeyakumar and M. Nealon",
  title = "Complete Dual Characterizations of Optimality and Feasibility for Convex
    Semidefinite Programming",
  url = "citeseer.ist.psu.edu/jeyakumar99complete.html" }
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258   Matrix Analysis (context) - Horn, Johnson - 1985
230   Interior point methods in semidefinite programming with appl.. - Alizadeh - 1995
173   An interiorpoint method for semidefinite programming - Helmberg, Rendel et al. - 1996
30   Strong Duality for semidefinite programming - Ramana, Tuncel et al. - 1997
29   An exact duality theory for semidefinite programming and its.. - Ramana - 1997
16   Characterizations of optimality for the abstract convex prog.. (context) - Borwein, Wolkowicz - 1981
9   Characterizations of optimality without constraint qualifica.. (context) - Borwein, Wolkowicz - 1982
8   Initialization in semidefinite programming via self-dual ske.. - de Klerk, Roos et al. - 1998
6   Robust truss topology design via semidefinite programming SI.. (context) - Ben-Tal, Nemirovskii - 1997
4   On primal-dual path-following algorithms for semidefinite pr.. - de Klerk, Roos et al. - 1998
3   A New Farkas Lemma for Positive Semidefinite Matrices (context) - Lasserre - 1995
3   A general approach to dual characterizations of solvability .. - Rubinov, Glover et al. - 1995
2   Generalizations of Slater's constraint qualifications for in.. (context) - Jeyakumar, Wolkowicz - 1992
2   Geometric Functional Analysis (context) - Holmes - 1975
1   Interior-point methods in convex programming (context) - Nesterov, Nemirovskii - 1994
1   Asymptotic Conditions for Weak and Proper Optimality in Infi.. (context) - Jeyakumar, Za - 1996
1   Nonlinear extensions of Farkas' Lemma with applications to g.. (context) - Jeyakumar, Glover - 1995
1   Asymptotic dual conditions characterizing optimality for inf.. (context) - Jeyakumar - 1997
1   Farkas' lemma and extensions (context) - Jeyakumar - 1997

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