KKT Solution and Conic Relaxation for Solving Quadratically Constrained Quadratic Programming Problems
نویسندگان
چکیده
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 positive semidefiniteness condition in the literature. Moreover, we propose a computational scheme that provides clues of designing effective algorithms for more solvable quadratically constrained quadratic programming problems.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 21 شماره
صفحات -
تاریخ انتشار 2011