Robert Michael Freund
On the primal-duty geometry of level sets in linear and conic optimization
Robert Michael Freund · 2018
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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.
Book details
- Year
- 2018
- Language
- English
- Publisher
- Creative Media Partners, LLC
- Editions
- 1
- ISBN
- 9781377029436
Data source: Wikidata
