On the primal-duty geometry of level sets in linear and conic optimization
By: Robert M. Freund.
Contributors: Sloan School of Management.
Series: Sloan working paper -- 4176-01; Working paper (Sloan School of Management) -- 4176.
Publisher: Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Published: 2001
Place of publication: [Cambridge, Mass
Language: eng
Number of pages: 12
Description: For a conic optimization problem: minimize c*x subject to Ax=b, x in C, we present a geometric relationship between the maximum norms of the level sets of the primal and the inscribed sizes of the level sets of the dual (or the other way around). Keywords: Convex Optimization, Conic Optimization, Duality, Level Sets.