Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint
AbstractThis paper extends and completes the discussion by Xing et al. (Canonical dual solutions to the quadratic programming over a quadratic constraint, submitted) about the quadratic programming over one quadratic constraint (QP1QC). In particular, we relax the assumption to cover more general cases when the two matrices from the objective and the constraint functions can be simultaneously diagonalizable via congruence. Under such an assumption, the nonconvex (QP1QC) problem can be solved through a dual approach with no duality gap. This is unusual for general nonconvex programming but we can explain by showing that (QP1QC) is indeed equivalent to a linearly constrained convex problem, which happens to be dual of the dual of itself. Another type of hidden convexity can be also found in the boundarification technique developed in Xing et al. (Canonical dual solutions to the quadratic programming over a quadratic constraint, submitted). Copyright Springer Science+Business Media, LLC. 2012
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Journal of Global Optimization.
Volume (Year): 54 (2012)
Issue (Month): 2 (October)
Contact details of provider:
Web page: http://www.springer.com/business/operations+research/journal/10898
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.