Linear programming with positive semi-definite matrices
<p>We consider the general linear programming problem over the cone of positive semi-definite matrices. We first provide a simple sufficient condition for existence of optimal solutions and absence of a duality gap without requiring existence of a strictly feasible solution. We then simply cha...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
1996-01-01
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| Series: | Mathematical Problems in Engineering |
| Subjects: | |
| Online Access: | http://www.hindawi.net/access/get.aspx?journal=mpe&volume=2&pii=S1024123X96000452 |