Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere
The authors study the strong duality for an optimization problem to minimize a homogeneous quadratic function subject to two homogeneous quadratic constraints over the unit sphere, called Problem (P) in this paper. When a feasible (P) fails to have a Slater point, they show that (P) always adopts the strong duality. When (P) has a Slater point, the authors propose a set of conditions, called ``Property J, on an SDP relaxation of (P) and its conical dual. They show that (P) has the strong duality if and only if there exists at least one optimal solution to the SDP relaxation of (P) which fails Property J. The used techniques are based on various extensions of the \(S\)-lemma as well as the matrix rank-one decomposition procedure introduced by \textit{W. Ai} and \textit{S. Zhang} [SIAM J. Optim. 19, No. 4, 1735--1756 (2009; Zbl 1187.90290)]. Many nontrivial examples are constructed to help understand the mechanism.
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