An Optimality Gap Test for a Semidefinite Relaxation of a Quadratic Program with Two Quadratic Constraints

DOI10.1137/19M1273761zbMath1462.90082arXiv1907.02989MaRDI QIDQ5857291

Sheng Cheng, Nuno C. Martins

Publication date: 31 March 2021

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

Full work available at URL: https://arxiv.org/abs/1907.02989

zbMATH Keywords

nonconvex optimizationstrong dualityquadratically constrained quadratic programsemidefinite relaxation

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

Uses Software

• SeDuMi
• SDPT3
• CVX
• GitHub

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Narrowing the difficulty gap for the Celis-Dennis-Tapia problem
• A Two-Variable Approach to the Two-Trust-Region Subproblem
• Solving Generalized CDT Problems via Two-Parameter Eigenvalues
• Graph Implementations for Nonsmooth Convex Programs
• Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition
• Optimality Conditions for the Minimization of a Quadratic with Two Quadratic Constraints
• New Results on Quadratic Minimization
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Complex Matrix Decomposition and Quadratic Programming
• New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem
• Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints

This page was built for publication: An Optimality Gap Test for a Semidefinite Relaxation of a Quadratic Program with Two Quadratic Constraints