Local minima of quadratic forms on convex cones (Q2271154): Difference between revisions

Local and global minima of quadratic forms on the trace of a convex cone \(K\) are investigated. The authors prove an upper bound on the number of local minima. It is also shown that a local optimal solution situated in the relative interior of \(K\) is in fact a global optimal solution. Moreover it is shown that there is no duality gap between the primal and the Lagrangean dual problem and the latter has exactly one global optimal solution.