First- and second-order optimality conditions for quadratically constrained quadratic programming problems (Q2139247)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First- and second-order optimality conditions for quadratically constrained quadratic programming problems |
scientific article |
Statements
First- and second-order optimality conditions for quadratically constrained quadratic programming problems (English)
0 references
17 May 2022
0 references
A quadratic programming problem is considered with general quadratic cone constraints and an additional geometric constraint. The necessary and sufficient conditions are established for global optimality for a KKT point or in the presence of the property of strong duality, considering in details the case where the feasible set is defined by two quadratic equality constraints. As a further application, those conditions seem to guarantee the existence of a convex reformulation of a simultaneous diagonalizable quadratic problem.
0 references
Karush-Kuhn-Tucker conditions
0 references
duality
0 references
quadratic optimization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references