Closing Duality Gaps of SDPs through Perturbation

Takashi Tsuchiya, Bruno F. Lourenço, Masakazu Muramatsu +1

Let $(\mathbf{P},\mathbf{D})$ be a primal-dual pair of SDPs with a nonzero finite duality gap. Under such circumstances, $\mathbf{P}$ and $\mathbf{D}$ are weakly feasible and if we perturb the…