Necessary and sufficient global optimality conditions for NLP reformulations of linear SDP problems

نویسندگان

  • Luigi Grippo
  • Laura Palagi
  • Veronica Piccialli
چکیده

In this paper we consider the standard linear SDP problem, and its low rank nonlinear programming reformulation, based on a Gramian representation of a positive semidefinite matrix. For this nonconvex quadratic problem with quadratic equality constraints, we give necessary and sufficient conditions of global optimality expressed in terms of the Lagrangian function.

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عنوان ژورنال:
  • J. Global Optimization

دوره 44  شماره 

صفحات  -

تاریخ انتشار 2009