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Parametric Conic Optimization Problems Over Semidefinite Plus Nonnegative Cone

  • Olga Kostyukova,
  • Tatiana Tchemisova

摘要

We study optimization problems over the cone of positive semidefinite plus nonnegative matrices and its dual, the cone of doubly nonnegative matrices. Some equivalent conditions for strict complementarity and nondegeneracy are found. The obtained results are applied to parametric conic optimization problems and illustrated by examples.