Copyright © 2010 Gue Myung Lee and Jae Hyoung Lee. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

A convex semidefinite optimization problem with a conic constraint is considered. We formulate a Wolfe-type dual problem for the problem for its ϵ-approximate solutions, and then we prove ϵ-weak duality theorem and ϵ-strong duality theorem which hold between the problem and its Wolfe type dual problem. Moreover, we give an example illustrating the duality theorems.