On quadratically constrained quadratic optimization problems and canonical duality theory (Q2228397): Difference between revisions
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English | On quadratically constrained quadratic optimization problems and canonical duality theory |
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On quadratically constrained quadratic optimization problems and canonical duality theory (English)
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17 February 2021
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The aim of this paper is to rigorously treat quadratic optimization problems by the method suggested by canonical duality theory (CDT) and to compare the results. The author obtains with the results on this class of problems obtained using CDT by Gao and his collaborators in various papers. In particular, they show that the so-called ``complimentary-dual principle'' is valid under very mild conditions, and does not depend on the type of constraints; for the min-max duality the strict positivity of the multipliers corresponding to nonlinear constraints is not necessary.
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quadratic optimization problem
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dual function
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canonical duality theory
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counterexample
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