An Exact Duality Theory for Semidefinite Programming Based on Sums of Squares

Published Online:https://doi.org/10.1287/moor.1120.0584

Farkas' lemma is a fundamental result from linear programming providing linear certificates for infeasibility of systems of linear inequalities. In semidefinite programming, such linear certificates only exist for strongly infeasible linear matrix inequalities. We provide nonlinear algebraic certificates for all infeasible linear matrix inequalities in the spirit of real algebraic geometry: A linear matrix inequality is infeasible if and only if −1 lies in the quadratic module associated to A. We also present a new exact duality theory for semidefinite programming, motivated by the real radical and sums of squares certificates from real algebraic geometry.

INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.