On global solvability of a class of possibly nonconvex QCQP problems in Hilbert spaces
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Publication:6426418
arXiv2302.07004MaRDI QIDQ6426418FDOQ6426418
Authors: Ewa M. Bednarczuk, Giovanni Bruccola 
Publication date: 14 February 2023
Abstract: We provide conditions ensuring that the KKT-type conditions characterizes the global optimality for quadratically constrained (possibly nonconvex) quadratic programming QCQP problems in Hilbert spaces. The key property is the convexity of a image-type set related to the functions appearing in the formulation of the problem. The proof of the main result relies on a generalized version of the (Jakubovich) S-Lemma in Hilbert spaces. As an application, we consider the class of QCQP problems with a special form of the quadratic terms of the constraints.
Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Polynomial optimization (90C23)
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