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 - basu.amitabh@jhu.edu
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).