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Duality in finite dimensional complex space

Published online by Cambridge University Press:  17 April 2009

C.H. Scott
Affiliation:
School of Mechanical and Industrial Engineering, University of New South Wales, Kensington, New South Wales
T.R. Jefferson
Affiliation:
School of Mechanical and Industrial Engineering, University of New South Wales, Kensington, New South Wales
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Abstract

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The idea of duality is now a widely accepted and useful idea in the analysis of optimization problems posed in real finite dimensional vector spaces. Although similar ideas have filtered over to the analysis of optimization problems in complex space, these have mainly been concerned with problems of the linear and quadratic programming variety. In this paper we present a general duality theory for convex mathematical programs in finite dimensional complex space, and, by means of an example, show that this formulation captures all previous results in the area.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1978

References

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