Title :
Self-Dual Embedding for SDP Using ELSD and its Lagrangian Dual
Author :
Zhang, Qinghong ; Chen, Gang ; Zhang, Ting
Author_Institution :
Dept. of Math. & Comput. Sci., Northern Michigan Univ., Marquette, MI, USA
Abstract :
This paper is devoted to the study of an embedding method for semi definite programming problems using Extended Lagrange-Slater dual (ELSD) and its Lagrangian dual. A theorem proved by de Clerk et al. in 1996 is revisited. A new proof is provided utilizing a result regarding the weak feasibility of a conic linear programming problem.
Keywords :
Computer science; Data mining; Educational institutions; Embedded computing; Lagrangian functions; Linear programming; Mathematical programming; Mathematics; Optimization methods; Embedding methods; Extended Lagrange-Slater dual; Interior-point methods; Semidefinite programming;
Conference_Titel :
Computational Science and Optimization (CSO), 2010 Third International Joint Conference on
Conference_Location :
Huangshan, Anhui, China
Print_ISBN :
978-1-4244-6812-6
Electronic_ISBN :
978-1-4244-6813-3
DOI :
10.1109/CSO.2010.139
