Duallity and sensitivity in nonconvex quadratic optimization over an ellipsoid

DOI10.1016/0377-2217(95)00199-9zbMath0930.90076OpenAlexW2017362419MaRDI QIDQ1278289

Olaf E. Flippo, Benjamin Jansen

Publication date: 22 February 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(95)00199-9

zbMATH Keywords

quadratic programmingsensitivity analysisdualitynonconvex programmingtrust region subproblemnonconvex quadratic function

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31)

Related Items (20)

Convex envelopes of separable functions over regions defined by separable functions of the same type ⋮ Difference of convex functions optimization algorithms (DCA) for globally minimizing nonconvex quadratic forms on Euclidean balls and spheres ⋮ Potential reduction algorithms for structured combinatorial optimization problems ⋮ A potential reduction approach to the frequency assignment problem ⋮ Hidden convexity in some nonconvex quadratically constrained quadratic programming ⋮ A survey of hidden convex optimization ⋮ Kalman-Popov-Yakubovich Lemma and the \(S\)-procedure: a historical essay ⋮ Cubic regularization methods with second-order complexity guarantee based on a new subproblem reformulation ⋮ A linear-time algorithm for the trust region subproblem based on hidden convexity ⋮ Invariants of SDP exactness in quadratic programming ⋮ The generalized trust region subproblem ⋮ Strong duality for generalized trust region subproblem: S-lemma with interval bounds ⋮ LMI approximations for the radius of the intersection of ellipsoids: Survey. ⋮ A notion of compliance robustness in topology optimization ⋮ An accelerated first-order method with complexity analysis for solving cubic regularization subproblems ⋮ Cheaper relaxation and better approximation for multi-ball constrained quadratic optimization and extension ⋮ Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem ⋮ A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications ⋮ Strong duality for general quadratic programs with quadratic equality constraints ⋮ Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem

Uses Software

• GQTPAR

Cites Work

• Smoothing by spline functions. II
• Computational experience with an interior point algorithm on the satisfiability problem
• On a subproblem of trust region algorithms for constrained optimization
• An extension of Karmarkar's projective algorithm for convex quadratic programming
• An interior point algorithm to solve computationally difficult set covering problems
• On affine scaling algorithms for nonconvex quadratic programming
• Smoothing by spline functions.
• Computing a Trust Region Step
• An approach to obtaining global extremums in polynomial mathematical programming problems
• Computing Optimal Locally Constrained Steps
• Newton’s Method with a Model Trust Region Modification
• Maximization by Quadratic Hill-Climbing
• Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
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