2602. Duality in Conic Reformulations of Standard Convex Programming Problems
Invited abstract in session WD-49: Advances in Conic Optimization and Applications, stream Conic and polynomial optimization.
Wednesday, 14:30-16:00Room: Parkinson B10
Authors (first author is the speaker)
| 1. | Jakub Hrdina
|
| Faculty of Mathematics, Physics and Informatics, Comenius University Bratislava |
Abstract
Convex conic linear programming problems are problems of minimizing a linear function over the intersection of an affine subspace with a convex cone. Since every convex set can be embedded into a convex cone, standard convex programming problems can be equivalently reformulated as convex conic linear programming problems. We focus on examining duality and its aspects in such reformulations. In addition, we concentrate on the relationship between the conic version of the Slater condition and the weak version of the Slater condition for standard convex programming problems.
Keywords
- Convex Optimization
- Mathematical Programming
Status: accepted
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