On the primal-duty geometry of level sets in linear and conic optimization

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On the primal-duty geometry of level sets in linear and conic optimization

Robert Michael Freund

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Robert Michael FreundPublished 2001cover on file

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.

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Publisher	Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Pages	12
Search language	english

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On the Primal-Duty Geometry of Level Sets in Linear and Conic Optimization
Robert Michael Freund, Sloan School of Management | Creative Media Partners, LLC | 2018