A Simplified Treatment of Ramana's Exact Dual for Semidefinite Programming
Optimization and Control
2022-09-08 v2 Computational Complexity
Abstract
In semidefinite programming the dual may fail to attain its optimal value and there could be a duality gap, i.e., the primal and dual optimal values may differ. In a striking paper, Ramana proposed a polynomial size extended dual that does not have these deficiencies and yields a number of fundamental results in complexity theory. In this work we walk the reader through a concise and self-contained derivation of Ramana's dual, relying mostly on elementary linear algebra.
Keywords
Cite
@article{arxiv.2205.13596,
title = {A Simplified Treatment of Ramana's Exact Dual for Semidefinite Programming},
author = {Bruno F. Lourenço and Gábor Pataki},
journal= {arXiv preprint arXiv:2205.13596},
year = {2022}
}
Comments
To appear, Optimization Letters