Strong duality for the CDT subproblem: A necessary and sufficient condition

SIAM Journal on Optimization

Volumn 19, Issue 4, 2008, Pages 1735-1756

  Ai, Wenbao ^a   Zhang, Shuzhong ^b  

^a BEIJING UNIVERSITY OF POSTS AND TELECOMMUNICATIONS   (China)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Celis, Dennis, and Tapia subproblem; Quadratically constrained quadratic programming; Semidefinite program relaxation; Strong Lagrangian duality

Indexed keywords

CONSTRAINED QUADRATIC PROGRAMMING; DUALITY GAP; LAGRANGIAN DUAL; LAGRANGIAN DUALITY; LAGRANGIAN MULTIPLIERS; MATRIX RANK; NON-LINEAR OPTIMIZATION; NONCONVEX; OPTIMAL SOLUTIONS; QUADRATIC FUNCTION; QUADRATIC INEQUALITY CONSTRAINT; QUADRATIC PROGRAMS; SDP RELAXATION; SEMIDEFINITE PROGRAM RELAXATION; SEMIDEFINITE PROGRAMS; STRONG DUALITY; SUB-PROBLEMS; SUFFICIENT CONDITIONS; TRUST-REGION METHODS;

CONSTRAINT THEORY; HARMONIC ANALYSIS; LAGRANGE MULTIPLIERS; OPTIMAL SYSTEMS; QUADRATIC PROGRAMMING;

OPTIMIZATION;

EID: 70450200104     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/07070601X     Document Type: Article

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