Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems

DOI10.1007/s10898-009-9518-8zbMath1230.90145OpenAlexW2004228030MaRDI QIDQ620513

Guoyin Li, Vaithilingam Jeyakumar

Publication date: 19 January 2011

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-009-9518-8

zbMATH Keywords

linear equality constraintsstrong dualityquadratic constraintsalternative theoremsquadratic nonconvex optimizationregularized Lagrangiantrust-region problems

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46)

Related Items (5)

First- and second-order optimality conditions for quadratically constrained quadratic programming problems ⋮ Generalized S-lemma and strong duality in nonconvex quadratic programming ⋮ Global quadratic minimization over bivalent constraints: necessary and sufficient global optimality condition ⋮ Global optimality principles for polynomial optimization over box or bivalent constraints by separable polynomial approximations ⋮ A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints

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