Exact dual bounds for some nonconvex minimax quadratic optimization problems

DOI10.1007/S10559-021-00333-1zbMATH Open1472.90152OpenAlexW3127517610MaRDI QIDQ2043977FDOQ2043977

Authors: O. A. Berezovskyi 

Publication date: 4 August 2021

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-021-00333-1

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zbMATH Keywords

positive definite matrixLagrangian relaxationexact dual boundminimax quadratic optimization problemSOCP relaxation

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Minimax problems in mathematical programming (90C47)

Cites Work

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• Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
• Minimax quadratic optimization and its application to investment planning
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• Using the method of dual quadratic solutions to solve systems of polynomial equations in the complex domain
• Title not available (Why is that?)
• Title not available (Why is that?)
• Exactness criteria for SDP-relaxations of quadratic extremum problems
• Convex relaxations of the weighted maxmin dispersion problem

Cited In (8)

• Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
• Title not available (Why is that?)
• On semidefinite bounds for maximization of a non-convex quadratic objective over thel₁unit ball
• A class of problems where dual bounds beat underestimation bounds
• Title not available (Why is that?)
• On solving nonconvex optimization problems by reducing the duality gap
• On the accuracy of dual bounds for quadratic extremum problems
• Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems

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