This paper addresses the issue of which strong duality holds between parametric robust semi-definite linear optimization problems and their dual programs. In the case of a spectral norm uncertainty ...

geometry: A linear matrix inequality A(x) > 0 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, ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...