Joint-range convexity for a pair of inhomogeneous quadratic functions and applications to QP

Publication date: 7 August 2015

Abstract: We establish various extensions of the convexity Dines theorem for a (joint-range) pair of inhomogeneous quadratic functions. If convexity fails we describe those rays for which the sum of the joint-range and the ray is convex. These results are suitable for dealing nonconvex inhomogeneous quadratic optimization problems under one quadratic equality constraint. As applications of our main results, different sufficient conditions for the validity of S-lemma (a nonstrict version of Finsler's theorem) for inhomogenoeus quadratic functions, is presented. In addition, a new characterization of strong duality under Slater-type condition is established.

Mathematics Subject Classification ID

Semidefinite programming (90C22) Optimality conditions and duality in mathematical programming (90C46) Positive matrices and their generalizations; cones of matrices (15B48)

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