On a class of robust nonconvex quadratic optimization problems

Authors Fabián Flores-Bazan, Yofre H. García, Alba Perez

Publication date 5 October 2022

Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Abstract: Let us consider the following robust nonconvex quadratic optimization problem: �egin{equation*} �egin{split} min &~ dfrac{1}{2} x^ op Ax+a^ op x \ ext{s.t.}~ & alphaleqdfrac{1}{2}x^ op (B_1+mu B_2)x+(b_1+delta b_2)^ op x leq�eta,~ forall~ muin [mu_1,mu_2],forall~deltain[delta_1,delta_2], end{split} end{equation*} where

A

,

B_{1}

,

B_{2}

are real symmetric matrices,

m u_{1}, m u_{2}, d e l t a_{1}, d e l t a_{2}, a l p h a

,

satisfying

m u_{1} l e q m u_{2}

,

d e l t a_{1} l e q d e l t a_{2}

and

. We establish the robust alternative result; the robust S-lemma and the robust optimality for the above nonconvex problem.

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