KKT Solution and Conic Relaxation for Solving Quadratically Constrained Quadratic Programming Problems

DOI10.1137/100793955zbMath1242.49044OpenAlexW2074925460WikidataQ57438045 ScholiaQ57438045MaRDI QIDQ3225239

Cheng Lu, Shu-Cherng Fang, Qing-Wei Jin, Wen-Xun Xing, Zhen-bo Wang

Publication date: 16 March 2012

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a9af3e07837ee3c06e72cf3e6ec5647f4c22e304

zbMATH Keywords

quadratically constrained quadratic programmingconic programmingglobal optimality conditionsolvable condition

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Linear-quadratic optimal control problems (49N10) Optimality conditions for free problems in two or more independent variables (49K10)

Related Items (20)

Global solutions to a class of CEC benchmark constrained optimization problems ⋮ On the solution of convex QPQC problems with elliptic and other separable constraints with strong curvature ⋮ On conic QPCCs, conic QCQPs and completely positive programs ⋮ Doubly nonnegative relaxation method for solving multiple objective quadratic programming problems ⋮ Maximum probability O-D matrix estimation in large-sized networks ⋮ The unconstrained binary quadratic programming problem: a survey ⋮ An approximation algorithm for optimal piecewise linear interpolations of bounded variable products ⋮ Outcome-space branch-and-bound outer approximation algorithm for a class of non-convex quadratic programming problems ⋮ Convex hull results on quadratic programs with non-intersecting constraints ⋮ Architecting a fully fuzzy information model for multi-level quadratically constrained quadratic programming problem ⋮ Second order optimality conditions and reformulations for nonconvex quadratically constrained quadratic programming problems ⋮ Completely positive and copositive program modelling for quadratic optimization problems ⋮ An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints ⋮ Adaptive computable approximation to cones of nonnegative quadratic functions ⋮ Conic approximation to nonconvex quadratic programming with convex quadratic constraints ⋮ Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization ⋮ On solving quadratically constrained quadratic programming problem with one non-convex constraint ⋮ Quadratic optimization over a polyhedral cone ⋮ Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems ⋮ Detecting copositivity of a symmetric matrix by an adaptive ellipsoid-based approximation scheme

This page was built for publication: KKT Solution and Conic Relaxation for Solving Quadratically Constrained Quadratic Programming Problems