Semidefinite programming: Difference between revisions

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the equality from (i) holds.
 
A sufficient condition for strong duality to hold for a SDP problem (and in general, for any convex optimization problem) is the [[Slater's condition]]. It is also possible to attain strong duality for SDPs without additional regularity conditions by using an extended dual problem proposed by Ramana.<ref>{{Cite journal |last=Ramana |first=Motakuri V. |date=1997 |title=An exact duality theory for semidefinite programming and its complexity implications |url=http://link.springer.com/10.1007/BF02614433 |journal=Mathematical Programming |language=en |volume=77 |issue=1 |pages=129–162 |doi=10.1007/BF02614433 |issn=0025-5610}}</ref><ref>{{Cite journal |last=Vandenberghe |first=Lieven |last2=Boyd |first2=Stephen |date=1996 |title=Semidefinite Programming |url=http://epubs.siam.org/doi/10.1137/1038003 |journal=SIAM Review |language=en |volume=38 |issue=1 |pages=49–95 |doi=10.1137/1038003 |issn=0036-1445}}</ref>
 
== Examples ==