Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
The authors consider a particular class of nonconvex quadratically constrained quadratic problems in finite dimensions. Under certainty conditions they relate the original problem to its dual which turns out to be equivalent to a convex semi-definite problem which, therefore, can be solved globally. Under uncertainty conditions a corresponding robust counterpart and its dual are considered and the global solution is again obtained by solving an equivalent convex semi-definite problem.
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- Robust duality for generalized convex programming problems under data uncertainty
- Canonical duality theory and solutions to constrained nonconvex quadratic programming
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
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- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
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