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Author: Robert Michael Freund
Title: On the primal-duty geometry of level sets in linear and conic optimization
Publisher: [Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology

Description:

For a conic optimization problem: minimize c*x subject to Ax=b, x in C, we present a geometric relationship between the maximum norms of the level sets of the primal and the inscribed sizes of the level sets of the dual (or the other way around). Keywords: Convex Optimization, Conic Optimization, Duality, Level Sets
Includes bibliographical references (leaf 12)
For a conic optimization problem: minimize c*x subject to Ax=b, x in C, we present a geometric relationship between the maximum norms of the level sets of the primal and the inscribed sizes of the level sets of the dual (or the other way around). Keywords: Convex Optimization, Conic Optimization, Duality, Level Sets


Contributor: MIT Libraries
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Size: 7 kb

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