First- and second-order optimality conditions for quadratically constrained quadratic programming problems (Q2139247)
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English | First- and second-order optimality conditions for quadratically constrained quadratic programming problems |
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First- and second-order optimality conditions for quadratically constrained quadratic programming problems (English)
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17 May 2022
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A quadratic programming problem is considered with general quadratic cone constraints and an additional geometric constraint. The necessary and sufficient conditions are established for global optimality for a KKT point or in the presence of the property of strong duality, considering in details the case where the feasible set is defined by two quadratic equality constraints. As a further application, those conditions seem to guarantee the existence of a convex reformulation of a simultaneous diagonalizable quadratic problem.
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Karush-Kuhn-Tucker conditions
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duality
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quadratic optimization
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