I'm studying a lecture note about conic programming.
A conic programming over a cone $K\in \mathbb R^n$ is an optimization problem of this type:
minimize $\left< c,x \right >$
subject to $Ax=b$
$x\in K$
and also here is the dual of this conic programming:
maximize $\left<b,y\right>$
subject to $c=z+A^Ty$
$z\in K^*$
Here $A$ is a $n\times m$ matrix and $K^*$ is the dual cone of $K$. It is said that the second program is also a conic program. My question is that how we can write the dual program as type of the first program?
If you give me a hint I will be grateful/.
minimize $\left<\begin{pmatrix}-b \\ 0\end{pmatrix},\begin{pmatrix}y \\ z\end{pmatrix}\right>$
subject to $\begin{pmatrix}A^T & I\end{pmatrix}\begin{pmatrix}y \\ z\end{pmatrix} = c$
$\begin{pmatrix}y \\ z\end{pmatrix} \in \mathcal{K}$
with $\mathcal{K}=\mathbb{R}^n \times K^*$.