Finding global solutions for a class of possibly nonconvex QCQP problems through the S-lemma
From MaRDI portal
Publication:6400838
arXiv2206.00618MaRDI QIDQ6400838FDOQ6400838
Authors: Ewa M. Bednarczuk, Giovanni Bruccola 
Publication date: 1 June 2022
Abstract: In this paper we provide necessary and sufficient (KKT) conditions for global optimality for a new class of possibly nonconvex quadratically constrained quadratic programming (QCQP) problems, denoted by S-QCQP. The class consists of QCQP problems where the matrices of the quadratic components are formed by a scalar times the identity matrix. Our result relies on a generalized version of the S-Lemma, stated in the context of general QCQP problems. Moreover, we prove the exactness of the SDP and the SOCP relaxations for S-QCQP.
Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22)
This page was built for publication: Finding global solutions for a class of possibly nonconvex QCQP problems through the S-lemma
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6400838)
