Linear semidefinite programming problems: regularisation and strong dual formulations
Autor(a) principal: | |
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Data de Publicação: | 2020 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10773/30248 |
Resumo: | Regularisation consists in reducing a given optimisation problem to an equivalent form where certain regularity conditions, which guarantee the strong duality, are fulfilled. In this paper, for linear problems of semidefinite programming (SDP), we propose a regularisation procedure which is based on the concept of an immobile index set and its properties. This procedure is described in the form of a finite algorithm which converts any linear semidefinite problem to a form that satisfies the Slater condition. Using the properties of the immobile indices and the described regularisation procedure, we obtained new dual SDP problems in implicit and explicit forms. It is proven that for the constructed dual problems and the original problem the strong duality property holds true. |
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Linear semidefinite programming problems: regularisation and strong dual formulationsLinear semidefinite programmingStrong dualityNormalised immobile index setRegularisationConstraint qualificationsRegularisation consists in reducing a given optimisation problem to an equivalent form where certain regularity conditions, which guarantee the strong duality, are fulfilled. In this paper, for linear problems of semidefinite programming (SDP), we propose a regularisation procedure which is based on the concept of an immobile index set and its properties. This procedure is described in the form of a finite algorithm which converts any linear semidefinite problem to a form that satisfies the Slater condition. Using the properties of the immobile indices and the described regularisation procedure, we obtained new dual SDP problems in implicit and explicit forms. It is proven that for the constructed dual problems and the original problem the strong duality property holds true.Регуляризация задачи оптимизации состоит в ее сведении к эквивалентной задаче, удовлетворяющей условиям регулярности, которые гарантируют выполнение соотношений двойственности в строгой форме. В настоящей статье для линейных задач полуопределенного программирования предлагается процедура регуляризации, основанная на понятии неподвижных индексов и их свойствах. Эта процедура описана в виде алгоритма, который за конечное число шагов преобразует любую задачу линейного полубесконечного программирования в эквивалентную задачу, удовлетворяющую условию Слейтера. В результате использования свойств неподвижных индексов и предложенной процедуры регуляризации получены новые двойственные задачи полубесконечного программирования в явной и неявной формах. Доказано, что для этих двойственных задач и исходной задачи соотношения двойственности выполняются в строгой форме.Belarusian State University2021-01-06T18:52:57Z2020-01-01T00:00:00Z2020info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10773/30248eng2520-650810.33581/2520-6508-2020-3-17-27Kostyukova, O. I.Tchemisova, T. V.info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-02-22T11:58:28Zoai:ria.ua.pt:10773/30248Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:02:23.476134Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Linear semidefinite programming problems: regularisation and strong dual formulations |
title |
Linear semidefinite programming problems: regularisation and strong dual formulations |
spellingShingle |
Linear semidefinite programming problems: regularisation and strong dual formulations Kostyukova, O. I. Linear semidefinite programming Strong duality Normalised immobile index set Regularisation Constraint qualifications |
title_short |
Linear semidefinite programming problems: regularisation and strong dual formulations |
title_full |
Linear semidefinite programming problems: regularisation and strong dual formulations |
title_fullStr |
Linear semidefinite programming problems: regularisation and strong dual formulations |
title_full_unstemmed |
Linear semidefinite programming problems: regularisation and strong dual formulations |
title_sort |
Linear semidefinite programming problems: regularisation and strong dual formulations |
author |
Kostyukova, O. I. |
author_facet |
Kostyukova, O. I. Tchemisova, T. V. |
author_role |
author |
author2 |
Tchemisova, T. V. |
author2_role |
author |
dc.contributor.author.fl_str_mv |
Kostyukova, O. I. Tchemisova, T. V. |
dc.subject.por.fl_str_mv |
Linear semidefinite programming Strong duality Normalised immobile index set Regularisation Constraint qualifications |
topic |
Linear semidefinite programming Strong duality Normalised immobile index set Regularisation Constraint qualifications |
description |
Regularisation consists in reducing a given optimisation problem to an equivalent form where certain regularity conditions, which guarantee the strong duality, are fulfilled. In this paper, for linear problems of semidefinite programming (SDP), we propose a regularisation procedure which is based on the concept of an immobile index set and its properties. This procedure is described in the form of a finite algorithm which converts any linear semidefinite problem to a form that satisfies the Slater condition. Using the properties of the immobile indices and the described regularisation procedure, we obtained new dual SDP problems in implicit and explicit forms. It is proven that for the constructed dual problems and the original problem the strong duality property holds true. |
publishDate |
2020 |
dc.date.none.fl_str_mv |
2020-01-01T00:00:00Z 2020 2021-01-06T18:52:57Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10773/30248 |
url |
http://hdl.handle.net/10773/30248 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
2520-6508 10.33581/2520-6508-2020-3-17-27 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Belarusian State University |
publisher.none.fl_str_mv |
Belarusian State University |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799137679370092544 |