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Quadratic problems with two quadratic constraints: convex quadratic relaxation and strong lagrangian duality

Authors :
Akram Taati
Temadher Alassiry Al-Maadeed
Abdelouahed Hamdi
Source :
RAIRO - Operations Research. 55:S2905-S2922
Publication Year :
2021
Publisher :
EDP Sciences, 2021.

Abstract

In this paper, we study a nonconvex quadratic minimization problem with two quadratic constraints, one of which being convex. We introduce two convex quadratic relaxations (CQRs) and discuss cases, where the problem is equivalent to exactly one of the CQRs. Particularly, we show that the global optimal solution can be recovered from an optimal solution of the CQRs. Through this equivalence, we introduce new conditions under which the problem enjoys strong Lagrangian duality, generalizing the recent condition in the literature. Finally, under the new conditions, we present necessary and sufficient conditions for global optimality of the problem.

Details

ISSN :
12903868 and 03990559
Volume :
55
Database :
OpenAIRE
Journal :
RAIRO - Operations Research
Accession number :
edsair.doi...........6f585fa41ff616a49cd80af52833f622
Full Text :
https://doi.org/10.1051/ro/2020130