Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment (Q496622)

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scientific article; zbMATH DE number 6484176
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English
Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
scientific article; zbMATH DE number 6484176

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    Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment (English)
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    22 September 2015
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    The authors consider a particular class of nonconvex quadratically constrained quadratic problems in finite dimensions. Under certainty conditions they relate the original problem to its dual which turns out to be equivalent to a convex semi-definite problem which, therefore, can be solved globally. Under uncertainty conditions a corresponding robust counterpart and its dual are considered and the global solution is again obtained by solving an equivalent convex semi-definite problem.
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    duality
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    robust duality
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    certain environment
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    uncertain environment
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    homogenous quadratic programming
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    semidefinite programming
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