自反Banach空间中锥线性优化问题初始——对偶目标函数水平集的几何性质

The Geometry Property of the Primal-Dual Objective Function Level Sets on Conic Optimization in Reflexive Banach Spaces

讨论自反Banach空间中的原——对偶锥线性优化问题的目标函数水平集的几何性质.在自反Banach空间中,证明了原目标函数水平集的最大模与对偶目标函数水平集的最大内切球半径几乎是成反比例的.

We present a geometric relationship between the primal objective function level sets and the dual objective function level sets, for conic linear optimization. In reflexive Banach spaces, we prove that the maximum norms of the primal objective function level sets are nearly inversely proportional to the maximum inscribed radii of the dual objective function level sets.