On the Primal-Duty Geometry of Level Sets in Linear and Conic Optimization

Loading edition detail...

Preparing this view.

On the Primal-Duty Geometry of Level Sets in Linear and Conic Optimization

Robert Michael Freund, Sloan School of Management

Bookitis Pick

On the Primal-Duty Geometry of Level Sets in Linear and Conic...Robert Michael Freund, Sloan School of Management

Robert Michael Freund, Sloan School of ManagementPublished 20181 title views

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.

Main catalog entry More like this

Publisher	Creative Media Partners, LLC
Search language	english
ISBN_13	978-1-377-02943-6 primary

Other editions of this title

Publication-specific alternatives linked to the same work.

OT
Image source: Open Library
On the primal-duty geometry of level sets in linear and conic optimization
Robert Michael Freund | Alfred P. Sloan School of Management, Massachusetts Institute of Technology | 2001
1 views