Set-Semidefinite Optimization

被引：0

作者：

Eichfelder, Gabriele ^{[1
]}

Jahn, Johannes ^{[1
]}

机构：

[1] Univ Erlangen Nurnberg, Dept Math, D-91058 Erlangen, Germany

来源：

JOURNAL OF CONVEX ANALYSIS | 2008年 / 15卷 / 04期

关键词：

Vector optimization; convex analysis; semidefinite programming; copositive programming;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper set-semidefinite optimization is introduced as a new field of vector optimization in infinite dimensions covering semidefinite and copositive programming. This unified approach is based on a special ordering cone, the so-called K-semidefinite cone for which properties are given in detail. Optimality conditions in the KKT form and duality results including the linear case are presented for K-semidefinite optimization problems. A penalty approach is developed for the treatment of the special constraint arising in K-semidefinite optimization problems.

引用

页码：767 / 801

页数：35

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