KKT Solution and Conic Relaxation for Solving Quadratically Constrained Quadratic Programming Problems

To find a global optimal solution to the quadratically constrained quadratic programming problem, we explore the relationship between its Lagrangian multipliers and related linear conic programming problems. This study leads to a global optimality condition that is more general than the known positi...

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Bibliographic Details

Published in:	SIAM journal on optimization Vol. 21; no. 4; pp. 1475 - 1490
Main Authors:	Lu, Cheng, Fang, Shu-Cherng, Jin, Qingwei, Wang, Zhenbo, Xing, Wenxun
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.10.2011
Subjects:	Algorithms Approximation Optimization Quadratic programming
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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