Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint (Q1041439): Difference between revisions

The authors consider a quadratically constrained quadratic programming problem. They adopt a matrix pencil approach to obtain necessary and sufficient conditions for the existence of solutions of the problem. The solution set of the problem, in terms of a nonnegative generalized eigenvalue of the matrix pencil formed from the objective matrix and the constraint matrix, has been characterized. The principal contribution of the paper is a complete characterization of the existence of solutions as well as the solution set in terms of the properties of the matrix pencil.