Second order duality and symmetric duality for non-linear programs in complex space

Abstract

A second order dual to a non-linear program with linear constraints in complex space over arbitrary polyhedral convex cones is presented and appropriate duality theorems are established. Also, a pair of second order non-linear symmetric dual programs is formulated and appropriate duality results are proved. It is shown that a second order dual gives a better bound for the objective function than does the first order dual. Some special cases are discussed.