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October  2016, 12(4): 1187-1197. doi: 10.3934/jimo.2016.12.1187

Semidefinite programming via image space analysis

Shouhong Yang 1,

1. 

College of Economics and Business Administration, Chongqing University, Chongqing 400044, China

Received  January 2015 Revised  April 2015 Published  January 2016

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 obtain some equivalent characterizations for necessary and sufficient optimality conditions for linear semidefinite programming under Slater assumption.
Keywords: (regular) linear separation, Semidefinite programming, saddle points, image space analysis, necessary and sufficient optimality conditions..
Mathematics Subject Classification: Primary: 90C22, 65K1.
Citation: Shouhong Yang. Semidefinite programming via image space analysis. Journal of Industrial & Management Optimization, 2016, 12 (4) : 1187-1197. doi: 10.3934/jimo.2016.12.1187
References:
[1]

P. H. Dien, G. Mastroeni, M. Pappalardo and P. H. Quang, Regularity conditions for constrained extremum problems via image space, J. Optim. Theory Appl., 80 (1994), 19-37. doi: 10.1007/BF02196591.  Google Scholar

[2]

F. Giannessi, Theorems of the alternative and optimality conditions, J. Optim. Theory Appl., 42 (1984), 331-365. doi: 10.1007/BF00935321.  Google Scholar

[3]

F. Giannessi, Constrained Optimization and Image Space Analysis, Springer, New York, 2005.  Google Scholar

[4]

F. Giannessi and G. Mastroeni, Separation of sets and Wolfe duality, J. Global Optim., 42 (2008), 401-412. doi: 10.1007/s10898-008-9301-2.  Google Scholar

[5]

C. Helmberg, Semidefinite programming, European J. Oper. Res., 137 (2002), 461-482. doi: 10.1016/S0377-2217(01)00143-6.  Google Scholar

[6]

J. Li and N. J. Huang, Image space analysis for vector variational inequalities with matrix inequality constraints and applications, J. Optim. Theory Appl., 145 (2010), 459-477. doi: 10.1007/s10957-010-9691-4.  Google Scholar

[7]

J. Li and N. J. Huang, Image space analysis for variational inequalities with cone constraints and applications to traffic equilibria, Sci. China Math., 55 (2012), 851-868. doi: 10.1007/s11425-011-4287-5.  Google Scholar

[8]

D. T. Luc, Theory of Vector Optimization, Springer Verlag, Berlin, 1989.  Google Scholar

[9]

Y. Nesterov and A. Nemirovskii, Interior-point Polynomial Algorithms in Convex Programming, SIAM Studies in Applied Mathematics, Philadelphia, 1994. doi: 10.1137/1.9781611970791.  Google Scholar

[10]

R. T. Rockafellar, Convex Analysis, Princeton University Press, Princeton, 1970.  Google Scholar

[11]

A. Shapiro and K. Scheinberg, Duality and optimality conditions, in Handbook of Semidefinite Programming: Theory, Algorithms and Applications (eds. H. Wolkowicz, R. Saigal and L. Vandenberghe), Kluwer Acad. Publ., 27, Boston, MA, 2000, 67-110. doi: 10.1007/978-1-4615-4381-7_4.  Google Scholar

[12]

L. Vandenberghe and S. Boyd, Semidefinite programming, SIAM Rev., 38 (1996), 49-95. doi: 10.1137/1038003.  Google Scholar

[13]

G. Wanka, R. I. Boţ and S. M. Grad, Multiobjective duality for convex semidefinite programming problems, Z. Anal. Anwendungen, 22 (2003), 711-728. doi: 10.4171/ZAA/1169.  Google Scholar

[14]

S. K. Zhu and S. J. Li, Unified duality theory for constrained extremum problems. Part I: Image space analysis, J. Optim. Theory Appl., 161 (2014), 738-762. doi: 10.1007/s10957-013-0468-4.  Google Scholar

[15]

J. Zowe and M. Kočvara, Semidefinite programming, in Modern Optimization and its Applications in Engineering (eds. A. Ben-Tal and A. Nemirovski), Haifa (Israel), Technion, 2000.  Google Scholar

show all references

References:
[1]

P. H. Dien, G. Mastroeni, M. Pappalardo and P. H. Quang, Regularity conditions for constrained extremum problems via image space, J. Optim. Theory Appl., 80 (1994), 19-37. doi: 10.1007/BF02196591.  Google Scholar

[2]

F. Giannessi, Theorems of the alternative and optimality conditions, J. Optim. Theory Appl., 42 (1984), 331-365. doi: 10.1007/BF00935321.  Google Scholar

[3]

F. Giannessi, Constrained Optimization and Image Space Analysis, Springer, New York, 2005.  Google Scholar

[4]

F. Giannessi and G. Mastroeni, Separation of sets and Wolfe duality, J. Global Optim., 42 (2008), 401-412. doi: 10.1007/s10898-008-9301-2.  Google Scholar

[5]

C. Helmberg, Semidefinite programming, European J. Oper. Res., 137 (2002), 461-482. doi: 10.1016/S0377-2217(01)00143-6.  Google Scholar

[6]

J. Li and N. J. Huang, Image space analysis for vector variational inequalities with matrix inequality constraints and applications, J. Optim. Theory Appl., 145 (2010), 459-477. doi: 10.1007/s10957-010-9691-4.  Google Scholar

[7]

J. Li and N. J. Huang, Image space analysis for variational inequalities with cone constraints and applications to traffic equilibria, Sci. China Math., 55 (2012), 851-868. doi: 10.1007/s11425-011-4287-5.  Google Scholar

[8]

D. T. Luc, Theory of Vector Optimization, Springer Verlag, Berlin, 1989.  Google Scholar

[9]

Y. Nesterov and A. Nemirovskii, Interior-point Polynomial Algorithms in Convex Programming, SIAM Studies in Applied Mathematics, Philadelphia, 1994. doi: 10.1137/1.9781611970791.  Google Scholar

[10]

R. T. Rockafellar, Convex Analysis, Princeton University Press, Princeton, 1970.  Google Scholar

[11]

A. Shapiro and K. Scheinberg, Duality and optimality conditions, in Handbook of Semidefinite Programming: Theory, Algorithms and Applications (eds. H. Wolkowicz, R. Saigal and L. Vandenberghe), Kluwer Acad. Publ., 27, Boston, MA, 2000, 67-110. doi: 10.1007/978-1-4615-4381-7_4.  Google Scholar

[12]

L. Vandenberghe and S. Boyd, Semidefinite programming, SIAM Rev., 38 (1996), 49-95. doi: 10.1137/1038003.  Google Scholar

[13]

G. Wanka, R. I. Boţ and S. M. Grad, Multiobjective duality for convex semidefinite programming problems, Z. Anal. Anwendungen, 22 (2003), 711-728. doi: 10.4171/ZAA/1169.  Google Scholar

[14]

S. K. Zhu and S. J. Li, Unified duality theory for constrained extremum problems. Part I: Image space analysis, J. Optim. Theory Appl., 161 (2014), 738-762. doi: 10.1007/s10957-013-0468-4.  Google Scholar

[15]

J. Zowe and M. Kočvara, Semidefinite programming, in Modern Optimization and its Applications in Engineering (eds. A. Ben-Tal and A. Nemirovski), Haifa (Israel), Technion, 2000.  Google Scholar

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