Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
From MaRDI portal
Publication:5757352
DOI10.1137/050644471zbMath1128.90044OpenAlexW2108927308MaRDI QIDQ5757352
Publication date: 6 September 2007
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050644471
Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)
Related Items (60)
Trust region subproblem with an additional linear inequality constraint ⋮ On Convex Hulls of Epigraphs of QCQPs ⋮ On the tightness of SDP relaxations of QCQPs ⋮ Geometric properties for level sets of quadratic functions ⋮ On the local stability of semidefinite relaxations ⋮ Unnamed Item ⋮ Generalized S-lemma and strong duality in nonconvex quadratic programming ⋮ A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality ⋮ Quadratic programs with hollows ⋮ SDP reformulation for robust optimization problems based on nonconvex QP duality ⋮ A computational study of global optimization solvers on two trust region subproblems ⋮ Simultaneous Diagonalization via Congruence of Hermitian Matrices: Some Equivalent Conditions and a Numerical Solution ⋮ A survey of hidden convex optimization ⋮ A spatial branch-and-cut method for nonconvex QCQP with bounded complex variables ⋮ A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints ⋮ A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants ⋮ Proximal gradient methods for multiobjective optimization and their applications ⋮ Unnamed Item ⋮ Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems ⋮ Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty ⋮ A new technique to derive tight convex underestimators (sometimes envelopes) ⋮ Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem ⋮ On zero duality gap in nonconvex quadratic programming problems ⋮ Kronecker Product Constraints with an Application to the Two-Trust-Region Subproblem ⋮ Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems ⋮ Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation ⋮ Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets ⋮ A new semidefinite programming relaxation scheme for a class of quadratic matrix problems ⋮ Moment inequalities for sums of random matrices and their applications in optimization ⋮ The generalized trust region subproblem ⋮ Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization ⋮ A Block Lanczos Method for the Extended Trust-Region Subproblem ⋮ Robust linear MIMO in the downlink: A worst-case optimization with ellipsoidal uncertainty regions ⋮ Minimizing an indefinite quadratic function subject to a single indefinite quadratic constraint ⋮ A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems ⋮ On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls ⋮ Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint ⋮ New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem ⋮ Parametric approach for solving quadratic fractional optimization with a linear and a quadratic constraint ⋮ Chebyshev center of the intersection of balls: complexity, relaxation and approximation ⋮ Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming ⋮ A Note on Polynomial Solvability of the CDT Problem ⋮ Extended trust-region problems with one or two balls: exact copositive and Lagrangian relaxations ⋮ Centered solutions for uncertain linear equations ⋮ A Two-Variable Approach to the Two-Trust-Region Subproblem ⋮ Exact dual bounds for some nonconvex minimax quadratic optimization problems ⋮ On Chebyshev Center of the Intersection of Two Ellipsoids ⋮ Solving a Type of the Tikhonov Regularization of the Total Least Squares by a New S-Lemma ⋮ A convex optimization approach for minimizing the ratio of indefinite quadratic functions over an ellipsoid ⋮ Some remarks on duality and optimality of a class of constrained convex quadratic minimization problems ⋮ Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming ⋮ A Proximal Operator for Multispectral Phase Retrieval Problems ⋮ A hybrid algorithm for the two-trust-region subproblem ⋮ Quadratic optimization with two ball constraints ⋮ Strong duality for general quadratic programs with quadratic equality constraints ⋮ Canonical Dual Solutions to Quadratic Optimization over One Quadratic Constraint ⋮ Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems ⋮ An Optimality Gap Test for a Semidefinite Relaxation of a Quadratic Program with Two Quadratic Constraints ⋮ Narrowing the difficulty gap for the Celis-Dennis-Tapia problem ⋮ S-lemma with equality and its applications
Uses Software
This page was built for publication: Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints