Convexity of quadratic transformations and its use in control and optimization

DOI10.1023/A:1021798932766zbMath0961.90074OpenAlexW1522995151MaRDI QIDQ1969525

Publication date: 1998

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021798932766

zbMATH Keywords

numerical range convexity quadratic forms ellipsoidal bounding nonconvex quadratic optimization \(S\)-procedure

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Related Items

Stability analysis for composite optimization problems and parametric variational systems, On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints, A tensor analogy of Yuan's theorem of the alternative and polynomial optimization with sign structure, Ellipsoidal bounds for uncertain linear equations and dynamical systems, A fresh geometrical look at the general S-procedure, On the joint numerical radius parallelism of operators, Ellipsoidal parameter or state estimation under model uncertainty, On surjective quadratic mappings, Rejection of bounded exogenous disturbances by the method of invariant ellipsoids, Geometric properties for level sets of quadratic functions, Extension of the \(S\)-procedure and analysis of the multidimensional control systems using linear matrix inequalities, Partial stabilizability and hidden convexity of indefinite LQ problem, On the S-procedure and some variants, Generalized S-lemma and strong duality in nonconvex quadratic programming, Theorems of the alternative revisited and some extensions of Yuan's lemma, Optimization of linear systems subject to bounded exogenous disturbances: the invariant ellipsoid technique, Unnamed Item, Interplay of non-convex quadratically constrained problems with adjustable robust optimization, Necessary and sufficient conditions for \(S\)-lemma and~nonconvex quadratic optimization, An extension of Yuan's lemma and its applications in optimization, A survey of hidden convex optimization, Input design for discrimination between classes of LTI models, Optimization of nonlinear cascade systems in Lurie form with bounded external disturbances, Minimax estimation methods under ellipsoidal constraints, A theorem of the alternative with an arbitrary number of inequalities and quadratic programming, Toward nonquadratic S-lemma: new theory and application in nonconvex optimization, Theory of optimal control in the works of V.A. Yakubovich, Kalman-Popov-Yakubovich Lemma and the \(S\)-procedure: a historical essay, The \(D\)-decomposition technique for linear matrix inequalities, Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap, Control of dynamic systems under input and output constraints, Theorems of the alternative for multivalued mappings and applications to mixed convex \(\backslash\) concave systems of inequalities, A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints, Properties of surjective real quadratic maps, Separating disconnected quadratic level sets by other quadratic level sets, Global quadratic minimization over bivalent constraints: necessary and sufficient global optimality condition, Aggregations of Quadratic Inequalities and Hidden Hyperplane Convexity, Unnamed Item, Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty, A historical essay on the scientific school of V. A. Yakubovich, Polyak's theorem on Hilbert spaces, Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations, Simultaneous Hollowization, Joint Numerical Range, and Stabilization by Noise, Calabi-Polyak convexity theorem, Yuan'S lemma and S-lemma: extensions and applications, The Dines theorem and some other properties of quadratic mappings, Nonnegativity of quadratic forms on intersections of quadrics and quadratic maps, On the Polyak convexity principle and its application to variational analysis, Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems, Non-quadratic extension of homogeneous S-lemma and its applications in optimization, Optimal recovery from inaccurate data in Hilbert spaces: regularize, but what of the parameter?, Application of a multiplier method to uncertain Lur'e-like systems, A nonfragile controller for suppressing exogenous disturbances, Semidefinite relaxation and new conditions for sign-definiteness of the quadratic form under quadratic constraints, On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization, Settling time in a linear dynamic system with bounded external disturbances, Ellipsoid-based parametric estimation in the linear multidimensional systems with uncertain model description, Global Optimality Conditions for Classes of Non-convex Multi-objective Quadratic Optimization Problems, An extension of Yuan's lemma to fourth-order tensor system, The joint numerical radius on 𝐶*-algebras, The Fenchel duality, \(S\)-procedure, and the Yakubovich-Kalman lemma, On local convexity of quadratic transformations, The complexity of optimizing over a simplex, hypercube or sphere: a short survey, Elliptic quadratic operator equations, Strong duality for generalized trust region subproblem: S-lemma with interval bounds, Classification of joint numerical ranges of three Hermitian matrices of size three, 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, An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients, A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints, Filtering under nonrandom disturbances: the method of invariant ellipsoids, On two questions of optimization theory concerning quadratic mappings, Theorems of the alternative for inequality systems of real polynomials, Cubic regularization of Newton method and its global performance, Non-convex quadratic minimization problems with quadratic constraints: global optimality conditions, Multi-input multi-output ellipsoidal state bounding., Convexity/Nonconvexity Certificates for Power Flow Analysis, Mathematical properties of optimization problems defined by positively homogeneous functions, Symmetry of convex sets and its applications to the extremal ellipsoids of convex bodies, Lagrange multiplier necessary conditions for global optimality for non-convex minimization over a quadratic constraint via S-lemma, Suppression of bounded exogenous disturbances: output feedback, A copositive Farkas lemma and minimally exact conic relaxations for robust quadratic optimization with binary and quadratic constraints, Global optimality condition for quadratic optimization problems under data uncertainty, Solving a Type of the Tikhonov Regularization of the Total Least Squares by a New S-Lemma, Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere, About the necessity of Popov criterion for a special Lyapunov function existence for the systems with multiple nonlinearities, Invariance and nonfragility in the rejection of exogenous disturbances, A convex optimization approach for minimizing the ratio of indefinite quadratic functions over an ellipsoid, An extension of Polyak's theorem in a Hilbert space, Optimal input design for system identification using spectral decomposition, A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere, Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming, On the convexity for the range set of two quadratic functions, On minimizing the ratio of quadratic functions over an ellipsoid, Characterizing Convexity of Images for Quadratic-Linear Mappings with Applications in Nonconvex Quadratic Optimization, Connectivity of Quadratic Hypersurfaces and Its Applications in Optimization, Part I: General Theory, New versions of Newton method: step-size choice, convergence domain and under-determined equations, On minimizing a quadratic function on Stiefel manifold, S-lemma with equality and its applications

Cites Work