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Tangential Extremal Principles for Finite and Infinite Systems of Sets, II: Applications to Semi-infinite and Multiobjective Optimization
This paper contains selected applications of the new tangential extremal
principles and related results developed in Part I to calculus rules for
infinite intersections of sets and optimality conditions for problems of
semi-infinite programming and multiobjective optimization with countable
constraint
Bad semidefinite programs: they all look the same
Conic linear programs, among them semidefinite programs, often behave
pathologically: the optimal values of the primal and dual programs may differ,
and may not be attained. We present a novel analysis of these pathological
behaviors. We call a conic linear system {\em badly behaved} if the
value of is finite but the dual program has no
solution with the same value for {\em some} We describe simple and
intuitive geometric characterizations of badly behaved conic linear systems.
Our main motivation is the striking similarity of badly behaved semidefinite
systems in the literature; we characterize such systems by certain {\em
excluded matrices}, which are easy to spot in all published examples.
We show how to transform semidefinite systems into a canonical form, which
allows us to easily verify whether they are badly behaved. We prove several
other structural results about badly behaved semidefinite systems; for example,
we show that they are in in the real number model of computing.
As a byproduct, we prove that all linear maps that act on symmetric matrices
can be brought into a canonical form; this canonical form allows us to easily
check whether the image of the semidefinite cone under the given linear map is
closed.Comment: For some reason, the intended changes between versions 4 and 5 did
not take effect, so versions 4 and 5 are the same. So version 6 is the final
version. The only difference between version 4 and version 6 is that 2 typos
were fixed: in the last displayed formula on page 6, "7" was replaced by "1";
and in the 4th displayed formula on page 12 "A_1 - A_2 - A_3" was replaced by
"A_3 - A_2 - A_1
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