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On duality theory for non-convex semidefinite programming.

Authors :
Wenyu Sun
Chengjin Li
Sampaio, Raimundo J. B.
Source :
Annals of Operations Research. Jun2011, Vol. 186 Issue 1, p331-343. 13p.
Publication Year :
2011

Abstract

In this paper, with the help of convex-like function, we discuss the duality theory for nonconvex semidefinite programming. Our contributions are: duality theory for the general nonconvex semidefinite programming when Slater's condition holds; perfect duality for a special case of the nonconvex semidefinite programming for which Slater's condition fails. We point out that the results of Fan (Appl. Math. Lett. 18:1068-1073, ) can be regarded as a special case of our result. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02545330
Volume :
186
Issue :
1
Database :
Academic Search Index
Journal :
Annals of Operations Research
Publication Type :
Academic Journal
Accession number :
61235873
Full Text :
https://doi.org/10.1007/s10479-011-0861-z