A distributional Farkas' lemma and moment optimization problems with no-gap dual semi-definite programs
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Publication:6542453
DOI10.1007/s11590-024-02097-xzbMath1548.90358MaRDI QIDQ6542453
Vaithilingam Jeyakumar, Queenie Yingkun Huang
Publication date: 22 May 2024
Published in: Optimization Letters (Search for Journal in Brave)
linear matrix inequalitiessemidefinite programmingdualityconic optimizationgeneralized Farkas' lemmageneralized moment problems
Semidefinite programming (90C22) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)
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