Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere

In this paper, we study the strong duality for an optimization problem to minimize a homogeneous quadratic function subject to two homogeneous quadratic constraints over the unit sphere, called Problem (P) in this paper. When a feasible (P) fails to have a Slater point, we show that (P) always adopt...

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Bibliographic Details
Published in:	Journal of global optimization Vol. 76; no. 1; pp. 121 - 135
Main Authors:	Nguyen, Van-Bong, Nguyen, Thi Ngan, Sheu, Ruey-Lin
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.01.2020 Springer Springer Nature B.V
Subjects:	Computer Science Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Quadratic equations Quadratic forms Real Functions 90C20 CDT problem 49M20 Joint numerical range 90C46 90C22 90C26 Quadratically constrained quadratic programming Slater condition S-lemma
ISSN:	0925-5001, 1573-2916
Online Access:	Get full text
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