A Simple Derivation of a Facial Reduction Algorithm, and Extended Dual Systems

Gabor Pataki

The Facial Reduction Algorithm (FRA) of Borwein and Wolkowicz, and the Extended Dual System (EDS) of Ramana aim to better understand duality, when a conic linear system $$ Ax \leq_K b (P) $$ has no strictly feasible solution. We

Technical Report, Dept. of IE/OR, Columbia University

Contact: gabor@ieor.columbia.edu


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