Alternative Theorems for Quadratic Inequality Systems and Global Quadratic Optimization

We establish alternative theorems for quadratic inequality systems. Consequently, we obtain Lagrange multiplier characterizations of global optimality for classes of non-convex quadratic optimization problems. We present a generalization of Dine’s theorem to a system of two homogeneous quadratic functions with a regular cone. The class of regular cones are cones K for which (K∪−K) is a subspace. As a consequence, we establish a generalization of the powerful S-lemma, which paves the way to obtain a complete characterization of global optimality for a general quadratic optimization model problem involving also a system of equality constraints in addition to a single quadratic inequality constraint. We then present an alternative theorem for a system of three non-homogeneous inequalities by way of establishing the convexity of the joint-range of three homogeneous quadratic functions using a regular cone. This yields Lagrange multiplier characterizations of global optimality for classes of trust-region type problems with two inequality constraints. Finally, we establish an alternative theorem for systems involving an arbitrary finite number of quadratic inequalities involving Z-matrices, which are matrices with non-positive off diagonal elements, and present necessary and sufficient conditions for global optimality for classes of non-convex inequality constrained quadratic optimization problems. ∗Research of the first author was supported by the Australian Research Council. The second author was supported by the Korea Science and Engineering Foundation NRL Program grant funded by the Korea government (No. ROA-2008-000-20010-0). †Department of Applied Mathematics, University of New South Wales, Sydney 2052, Australia. E-mail: [email protected] ‡Department of Applied Mathematics, Pukyong National University, Pusan 608-737, Korea. E-mail:[email protected] §Department of Applied Mathematics, University of New South Wales, Sydney 2052, Australia. E-mail: [email protected]