Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems
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DOI: 10.1007/s10898-009-9518-8
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- Vaithilingam Jeyakumar & Zhiyou Wu, 2007. "Conditions For Global Optimality Of Quadratic Minimization Problems With Lmi Constraints," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 24(02), pages 149-160.
- Wenyu Sun & Ya-xiang Yuan, 2001. "A Conic Trust-Region Method for Nonlinearly Constrained Optimization," Annals of Operations Research, Springer, vol. 103(1), pages 175-191, March.
- V. Jeyakumar, 2008. "Constraint Qualifications Characterizing Lagrangian Duality in Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 136(1), pages 31-41, January.
- V. Jeyakumar & D.T. LUC, 2008. "Nonsmooth Vector Functions and Continuous Optimization," Springer Optimization and Its Applications, Springer, number 978-0-387-73717-1, June.
- NESTEROV, Yu. & WOLKOWICZ, Henry & YE, Yinyu, 2000. "Semidefinite programming relaxations of nonconvex quadratic optimization," LIDAM Reprints CORE 1471, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Cited by:
- Fabián Flores-Bazán & Giandomenico Mastroeni, 2022. "First- and Second-Order Optimality Conditions for Quadratically Constrained Quadratic Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 118-138, June.
- V. Jeyakumar & G. Li & S. Srisatkunarajah, 2014. "Global optimality principles for polynomial optimization over box or bivalent constraints by separable polynomial approximations," Journal of Global Optimization, Springer, vol. 58(1), pages 31-50, January.
- H. Tuy & H. Tuan, 2013. "Generalized S-Lemma and strong duality in nonconvex quadratic programming," Journal of Global Optimization, Springer, vol. 56(3), pages 1045-1072, July.
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More about this item
Keywords
Quadratic nonconvex optimization; Regularized Lagrangian; Strong duality; Quadratic constraints; Linear equality constraints; Trust-region problems; Alternative theorems; 90C26; 90C46; 90C20; 90C30;All these keywords.
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