Content area

Abstract

This paper extends and completes the discussion by Xing et al. (Canonical dual solutions to the quadratic programming over a quadratic constraint, submitted) about the quadratic programming over one quadratic constraint (QP1QC). In particular, we relax the assumption to cover more general cases when the two matrices from the objective and the constraint functions can be simultaneously diagonalizable via congruence. Under such an assumption, the nonconvex (QP1QC) problem can be solved through a dual approach with no duality gap. This is unusual for general nonconvex programming but we can explain by showing that (QP1QC) is indeed equivalent to a linearly constrained convex problem, which happens to be dual of the dual of itself. Another type of hidden convexity can be also found in the boundarification technique developed in Xing et al. (Canonical dual solutions to the quadratic programming over a quadratic constraint, submitted).[PUBLICATION ABSTRACT]

Details

Title
Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint
Author
Feng, Joe-mei; Lin, Gang-xuan; Sheu, Reuy-lin; Xia, Yong
Pages
275-293
Publication year
2012
Publication date
Oct 2012
Publisher
Springer Nature B.V.
ISSN
09255001
e-ISSN
15732916
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
1082130173
Copyright
Springer Science+Business Media New York 2012