Semidefinite programming via image space analysis
Shouhong Yang
Abstract
Shouhong Yang
Abstract
In this paper, we investigate semidefinite programming by using the image space analysis and present some equivalence between the (regular) linear separation and the saddle points of the Lagrangian functions related to semidefinite programming. Some necessary and sufficient optimality conditions for semidefinite programming are also given under some suitable assumptions. As an application, we obtainsome equivalent characterizations for necessary and sufficient optimality conditions for linear semidefinite programming under Slater assumption.
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In this paper, we investigate semidefinite programming by using the image space analysis and present some equivalence between the (regular) linear separation and the saddle points of the Lagrangian functions related to semidefinite programming. Some necessary and sufficient optimality conditions for semidefinite programming are also given under some suitable assumptions. As an application, we obtainsome equivalent characterizations for necessary and sufficient optimality conditions for linear semidefinite programming under Slater assumption.
Key concepts: Semidefinite programming, Semidefinite embedding, Equivalence (formal languages), Mathematics, Linear programming, Mathematical optimization, Large margin nearest neighbor, Second-order cone programming