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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Vydané v:	SIAM journal on optimization Ročník 21; číslo 4; s. 1475 - 1490
Hlavní autori:	Lu, Cheng, Fang, Shu-Cherng, Jin, Qingwei, Wang, Zhenbo, Xing, Wenxun
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Society for Industrial and Applied Mathematics 01.10.2011
Predmet:	Algorithms Approximation Optimization Quadratic programming
ISSN:	1052-6234, 1095-7189
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