On the primal-duty geometry of level sets in linear and conic optimization
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Bookitis Pick
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Image source: Open LibraryRobert 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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