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

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Robert Michael FreundSloan School of Management2 editions

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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2 credited authorsSearch language english

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  • Robert Michael Freund

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  • Sloan School of Management

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