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 ...

We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming.We ...

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 ...