Duality, Optimality Conditions and Perturbation Analysis
نویسنده
چکیده
where C is a convex closed cone in the Euclidean space IR, f : IR → IR and G : IR → Y is a mapping from IR into the space Y := S of m × m symmetric matrices. We refer to the above problem as a nonlinear semidefinite programming problem. In particular, if C = IR, the objective function is linear, i.e. f(x) := ∑n i=1 bixi, and the constraint mapping is affine, i.e. G(x) := A0 + ∑n i=1 xiAi where A0, A1, ..., An ∈ S are given matrices, problem (1.1) becomes a linear semidefinite programming problem
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