On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization

Robert M. Freund (rfreundmit.edu)

Abstract: For a conic optimization problem: minimize cx subject to Ax=b, x \in C, we present a geometric relationship between the maximum norms of the level sets of the primal and the inscribed sizes of the level sets of the dual (or the other way around).

Keywords: convex optimization, conic optimization, level sets, geometry

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Convex and Nonsmooth Optimization (Convex Optimization )

Citation: MIT Operations Research Center Working Paper

Download: [Postscript]

Entry Submitted: 08/09/2001
Entry Accepted: 08/10/2001
Entry Last Modified: 08/09/2001

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