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Line 90: === Strong duality === When the value of the primal and dual SDPs are equal, the SDP is said to satisfy the [[strong duality]] property. Unlike [[Linear programming\|linear programs]], where every dual linear program has optimal objective equal to the primal objective, not every SDP satisfies strong duality; in general, the value of the dual SDP may lie strictly below the value of the primal, and the P-SDP and D-~~SPD~~SDP satisfy the following properties: (i) Suppose the primal problem (P-SDP) is bounded below and strictly

Semidefinite programming: Difference between revisions