Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment (Q496622)
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English | Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment |
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Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment (English)
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22 September 2015
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The authors consider a particular class of nonconvex quadratically constrained quadratic problems in finite dimensions. Under certainty conditions they relate the original problem to its dual which turns out to be equivalent to a convex semi-definite problem which, therefore, can be solved globally. Under uncertainty conditions a corresponding robust counterpart and its dual are considered and the global solution is again obtained by solving an equivalent convex semi-definite problem.
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duality
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robust duality
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certain environment
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uncertain environment
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homogenous quadratic programming
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semidefinite programming
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