First- and Second-Order Optimality Conditions for Quadratically Constrained Quadratic Programming Problems

We consider a quadratic programming problem with quadratic cone constraints and an additional geometric constraint. Under suitable assumptions, we establish necessary and sufficient conditions for optimality of a KKT point and, in particular, we characterize optimality by using strong duality as a r...

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Veröffentlicht in:	Journal of optimization theory and applications Jg. 193; H. 1-3; S. 118 - 138
Hauptverfasser:	Flores-Bazán, Fabián, Mastroeni, Giandomenico
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York Springer US 01.06.2022 Springer Nature B.V
Schlagworte:	Applications of Mathematics Calculus of Variations and Optimal Control; Optimization Engineering Geometric constraints Hessian matrices Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Quadratic equations Quadratic programming Theory of Computation 90C20 Duality Quadratic optimization 90C46 Karush–Kuhn–Tucker conditions
ISSN:	0022-3239, 1573-2878
Online-Zugang:	Volltext
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