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Chapter 18: ★ Convex Programming in Cone-Constrained Form

Chapter 18: ★ Convex Programming in Cone-Constrained Form

pp. 252-263

Authors

, Carnegie Mellon University, Pennsylvania, , Georgia Institute of Technology
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Extract

In this chapter, we (a) introduce the notion of a convex problem in cone-constrained form, (b) present the Lagrange function of a cone-constrained convex problem, (c) prove the convex programming Duality Theorem in cone-constrained form, and (d) discuss conic programming and conic duality, and present the conic programming Duality Theorem.

Keywords

  • cone-constrained convex program
  • Lagrange function of cone-constrained convex program
  • convex programming Duality Theorem in cone-constrained form
  • conic problem
  • conic duality
  • conic programming Duality Theorem

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