Academic Journal
CQ-free optimality conditions and strong dual formulations for a special conic optimization problem
| العنوان: | CQ-free optimality conditions and strong dual formulations for a special conic optimization problem |
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| المؤلفون: | Kostyukova, Olga, Tchemisova, Tatiana |
| بيانات النشر: | International Academic Press |
| سنة النشر: | 2020 |
| المجموعة: | Repositório Institucional da Universidade de Aveiro (RIA) |
| مصطلحات موضوعية: | Conic optimization, Set-semidefinite optimization, Optimality conditions, Normalized immobile index set, Regularized dual problem, Strong duality |
| الوصف: | In this paper, we consider a special class of conic optimization problems, consisting of set-semidefinite (orK-semidefinite) programming problems, where the setKis a polyhedral convex cone. For these problems, we introduce theconcept of immobile indices and study the properties of the set of normalized immobile indices and the feasible set. Thisstudy provides the main result of the paper, which is to formulate and prove the new first-order optimality conditions inthe form of a criterion. The optimality conditions are explicit and do not use any constraint qualifications. For the case of alinear cost function, we reformulate theK-semidefinite problem in a regularized form and construct its dual. We show thatthe pair of the primal and dual regularized problems satisfies the strong duality relation which means that the duality gap is vanishing. ; published |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | English |
| تدمد: | 2311-004X 2310-5070 |
| Relation: | UID/MAT/04106/2019; http://hdl.handle.net/10773/30240 |
| DOI: | 10.19139/soic-2310-5070-915 |
| الاتاحة: | http://hdl.handle.net/10773/30240 https://doi.org/10.19139/soic-2310-5070-915 |
| Rights: | openAccess ; https://creativecommons.org/licenses/by/4.0/ |
| رقم الانضمام: | edsbas.6FB98769 |
| قاعدة البيانات: | BASE |
| تدمد: | 2311004X 23105070 |
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| DOI: | 10.19139/soic-2310-5070-915 |