Global optimality condition for quadratic optimization problems under data uncertainty

DOI10.1007/S11117-020-00799-XOpenAlexW3119003945MaRDI QIDQ2045908FDOQ2045908

Authors: Moussa Barro, Ali Ouedraogo, Sado Traoré 

Publication date: 16 August 2021

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-020-00799-x

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zbMATH Keywords

optimality conditionsrobust optimizationnon-convex quadratic programmingdata interval uncertainty

Mathematics Subject Classification ID

Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Robustness in mathematical programming (90C17)

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Cited In (3)

• On global solvability of a class of possibly nonconvex QCQP problems in Hilbert spaces
• Characterizing optimality for a class of nonconvex quadratic robust optimization problems bilaterally quadratically constrained under interval uncertainty
• Robust optimization for quadratic programs with data uncertainty using the concept of stability radius

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