Content area

Abstract

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Let ...... and ...... be two quadratic functions having symmetric matrices ...... and ....... The S-lemma with equality asks when the unsolvability of the system ...... implies the existence of a real number ...... such that ....... The problem is much harder than the inequality version which asserts that, under Slater condition, ...... is unsolvable if and only if ...... for some ....... In this paper, we show that the S-lemma with equality does not hold only when the matrix ...... has exactly one negative eigenvalue and ...... is a non-constant linear function (......). As an application, we can globally solve ...... as well as the two-sided generalized trust region subproblem ...... without any condition. Moreover, the convexity of the joint numerical range ...... where ...... is a (possibly non-convex) quadratic function and ...... are affine functions can be characterized using the newly developed S-lemma with equality.

Details

Title
S-lemma with equality and its applications
Author
Xia, Yong; Wang, Shu; Sheu, Ruey-lin
Pages
513-547
Publication year
2016
Publication date
Mar 2016
Publisher
Springer Nature B.V.
ISSN
00255610
e-ISSN
14364646
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
1764646632
Copyright
Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society 2016