Symmetric Duality for Structured Convex Programs.
Technical summary rept.
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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The classical treatments of linear, homogeneous and quadratic programming given by Duffin, Eisenberg and Cottle are subsumed by a cone-augmented version of the Fenchel-Rockafellar duality model. Suboptimizations over auxiliary variables receive particular attention, and the entire model is seen to be the projection of another. Author
- Theoretical Mathematics