On the primal-duty geometry of level sets in linear and conic optimization

On the primal-duty geometry of level sets in linear and conic optimization

by Robert Michael Freund

Part of Sloan working paper -- 4176-01

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For a conic optimization problem: minimize c*x 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, Duality, Level Sets.

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