Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
نویسندگان
چکیده
منابع مشابه
Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
We consider the problem of minimizing an indefinite quadratic function subject to two quadratic inequality constraints. When the problem is defined over the complex plane we show that strong duality holds and obtain necessary and sufficient optimality conditions. We then develop a connection between the image of the real and complex spaces under a quadratic mapping, which together with the resu...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2006
ISSN: 1052-6234,1095-7189
DOI: 10.1137/050644471