Canonical Solutions to Nonconvex Minimization Problems over Lorentz Cone
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Publication:6236487
arXiv1210.5300MaRDI QIDQ6236487FDOQ6236487
Authors: Ning Ruan, David Y. Gao 
Publication date: 18 October 2012
Abstract: This paper presents a canonical dual approach for solving nonconvex quadratic minimization problem. By using the canonical duality theory, nonconvex primal minimization problems over n-dimensional Lorentz cone can be transformed into certain canonical dual problems with only one dual variable, which can be solved by using standard convex minimization methods. Extremality conditions of these solutions are classified by the triality theory. Applications are illustrated.
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