Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment (Q496622): Difference between revisions

The authors consider a particular class of nonconvex quadratically constrained quadratic problems in finite dimensions. Under certainty conditions they relate the original problem to its dual which turns out to be equivalent to a convex semi-definite problem which, therefore, can be solved globally. Under uncertainty conditions a corresponding robust counterpart and its dual are considered and the global solution is again obtained by solving an equivalent convex semi-definite problem.