Lagrange multiplier necessary conditions for global optimality for non-convex minimization over a quadratic constraint via S-lemma

DOI10.1007/s11590-008-0088-3zbMath1154.90574OpenAlexW2063980383WikidataQ124828007 ScholiaQ124828007MaRDI QIDQ1001322

S. Srisatkunarajah, Vaithilingam Jeyakumar

Publication date: 17 February 2009

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-008-0088-3

zbMATH Keywords

Lagrange multipliersfractional programsglobal optimalitydifference of quadratic and convex functionssingle quadratic constraintsmooth non-convex minimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46) Fractional programming (90C32)

Related Items (11)

Global optimality conditions for nonconvex minimization problems with quadratic constraints ⋮ Solving a class of non-convex quadratic problems based on generalized KKT conditions and neurodynamic optimization technique ⋮ Global optimality conditions for fixed charge quadratic programs ⋮ Necessary global optimality conditions for nonlinear programming problems with polynomial constraints ⋮ Convergence of Pham Dinh-Le Thi's algorithm for the trust-region subproblem ⋮ Global optimality conditions for cubic minimization problems with cubic constraints ⋮ Global Optimality Conditions for Classes of Non-convex Multi-objective Quadratic Optimization Problems ⋮ A neurodynamic optimization technique based on overestimator and underestimator functions for solving a class of non-convex optimization problems ⋮ Minimizing an indefinite quadratic function subject to a single indefinite quadratic constraint ⋮ Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint ⋮ Global optimality conditions for nonlinear programming problems with linear equality constraints

Cites Work

• On the S-procedure and some variants
• Non-convex quadratic minimization problems with quadratic constraints: global optimality conditions
• Handbook of global optimization. Vol. 2
• Global optimality conditions in maximizing a convex quadratic function under convex quadratic constraints
• Convexity of quadratic transformations and its use in control and optimization
• Sufficient global optimality conditions for non-convex quadratic minimization problems with box constraints
• Lectures on Modern Convex Optimization
• Conic Approximations and Collinear Scalings for Optimizers
• Optimality Conditions for the Minimization of a Quadratic with Two Quadratic Constraints
• Optimality Conditions for Trust-Region Subproblems Involving a Conic Model
• A Survey of the S-Lemma
• Unnamed Item

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