A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints (Q2248753)
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English | A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints |
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A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints (English)
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27 June 2014
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The quadratic optimization problem with finite many linear equality and a single non-convex quadratic inequality constraints is studied from more points of view. First, a characterization of a separation between a convex set and an open cone is derived in terms of the convexity of the conic hull of some related sets. A relaxed version of Dines theorem is derived in this particular framework. A geometric characterization of the strong duality is obtained without convexity or Slater assumptions, leading to necessary and sufficient optimality condition for this kind of problems. Refinements and improvements of more known results are obtained, together with some necessary conditions of existence.
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strong duality
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non-convex optimization
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quadratic programming
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relaxed Dines's theorem
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