Symmetric Duality for Structured Convex Programs.
Abstract
The classical treatments of linear, homogeneous and quadratic programming given by Duffin, Eisenberg and Cottle are subsumed by a cone-augmented version of the Fenchel-Rockafellar duality model. Suboptimizations over auxiliary variables receive particular attention, and the entire model is seen to be the projection of another. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1977
- Accession Number
- ADA046436
Entities
Organizations
- University of Wisconsin–Madison