FoCM 2014 conference

Workshop B3 - Continuous Optimization

December 17, 14:30 ~ 15:00 - Room A21

Projection: A Unified Approach to Semi-Infinite Linear Programs with applications to Convex Optimization

Amitabh Basu

Johns Hopkins University, United States of America   -

We extend Fourier-Motzkin elimination to semi-infinite linear programs. Applying projection leads to new characterizations of important properties for primal-dual pairs of semi-infinite programs such as zero duality gap. Our approach yields a new classification of variables that is used to determine the existence of duality gaps. Our approach has interesting applications in finite-dimensional convex optimization, such as completely new proofs of Slater's condition for strong duality.

Joint work with Kipp Martin (University of Chicago, USA) and Chris Ryan (University of Chicago, USA).

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