THE CONJUGATE DUALITY OF NONLINEAR SEMIDEFINITE PROGRAMMING

Xunzhi Zhu · Far East Journal of Mathematical Education · 2015

Nonlinear semidefinite programming, as a generalization of nonlinear programming, has received considerable attention in recent years. In this paper, we consider the conjugate duality of nonlinear semidefinite programming and its weakly and strongly duality. At last, we present the conjugate dual problem of a semidefinite least-squares problem.

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