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Quadratic problems with two quadratic constraints: convex quadratic relaxation and strong lagrangian duality
- 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.
- Subjects :
- 021103 operations research
Minimization problem
0211 other engineering and technologies
Regular polygon
010103 numerical & computational mathematics
02 engineering and technology
Management Science and Operations Research
Lagrangian duality
01 natural sciences
Computer Science Applications
Theoretical Computer Science
Quadratic equation
Applied mathematics
Strong duality
Relaxation (approximation)
0101 mathematics
Global optimality
Equivalence (measure theory)
Mathematics
Subjects
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