Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
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Publication:5757352
DOI10.1137/050644471zbMATH Open1128.90044OpenAlexW2108927308MaRDI QIDQ5757352FDOQ5757352
Publication date: 6 September 2007
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050644471
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- An efficient splitting algorithm for solving the CDT subproblem
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- Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem
- A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems
- Solving two-trust-region subproblems using semidefinite optimization with eigenvector branching
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- Solving a Type of the Tikhonov Regularization of the Total Least Squares by a New S-Lemma
- A hybrid algorithm for the two-trust-region subproblem
- A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants
- S-lemma with equality and its applications
- A Block Lanczos Method for the Extended Trust-Region Subproblem
- The generalized trust region subproblem
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- On zero duality gap in nonconvex quadratic programming problems
- Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming
- Proximal gradient methods for multiobjective optimization and their applications
- Trust region subproblem with an additional linear inequality constraint
- An Optimality Gap Test for a Semidefinite Relaxation of a Quadratic Program with Two Quadratic Constraints
- A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality
- A convex optimization approach for minimizing the ratio of indefinite quadratic functions over an ellipsoid
- Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems
- On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls
- A spatial branch-and-cut method for nonconvex QCQP with bounded complex variables
- Quadratic Matrix Programming
- A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints
- Exact dual bounds for some nonconvex minimax quadratic optimization problems
- Primal or dual strong-duality in nonconvex optimization and a class of quasiconvex problems having zero duality gap
- Narrowing the difficulty gap for the Celis-Dennis-Tapia problem
- Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint
- On the local stability of semidefinite relaxations
- Extended trust-region problems with one or two balls: exact copositive and Lagrangian relaxations
- Geometric properties for level sets of quadratic functions
- On the tightness of SDP relaxations of QCQPs
- New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem
- Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming
- A survey of hidden convex optimization
- A new semidefinite programming relaxation scheme for a class of quadratic matrix problems
- Strong duality for general quadratic programs with quadratic equality constraints
- Canonical Dual Solutions to Quadratic Optimization over One Quadratic Constraint
- Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems
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- Generalized S-lemma and strong duality in nonconvex quadratic programming
- Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
- Centered solutions for uncertain linear equations
- A computational study of global optimization solvers on two trust region subproblems
- Simultaneous Diagonalization via Congruence of Hermitian Matrices: Some Equivalent Conditions and a Numerical Solution
- Dorn's duality for quadratic programs revisited: The nonconvex case
- Parametric approach for solving quadratic fractional optimization with a linear and a quadratic constraint
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
- Chebyshev center of the intersection of balls: complexity, relaxation and approximation
- Quadratic optimization with two ball constraints
- SDP reformulation for robust optimization problems based on nonconvex QP duality
- On Convex Hulls of Epigraphs of QCQPs
- Moment inequalities for sums of random matrices and their applications in optimization
- Strong duality for a trust-region type relaxation of the quadratic assignment problem
- Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation
- A note on polynomial solvability of the CDT problem
- A two-variable approach to the two-trust-region subproblem
- Some remarks on duality and optimality of a class of constrained convex quadratic minimization problems
- Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere
- Robust linear MIMO in the downlink: A worst-case optimization with ellipsoidal uncertainty regions
- Kronecker Product Constraints with an Application to the Two-Trust-Region Subproblem
- Minimizing an indefinite quadratic function subject to a single indefinite quadratic constraint
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