Necessary and sufficient conditions for S-lemma and nonconvex quadratic optimization

التفاصيل البيبلوغرافية
العنوان: Necessary and sufficient conditions for S-lemma and nonconvex quadratic optimization
المؤلفون: Guoyin Li, N. Q. Huy, Vaithilingam Jeyakumar
المصدر: Optimization and Engineering. 10:491-503
بيانات النشر: Springer Science and Business Media LLC, 2008.
سنة النشر: 2008
مصطلحات موضوعية: Lemma (mathematics), Control and Optimization, Mechanical Engineering, Aerospace Engineering, Quadratic function, Slater's condition, Convexity, Combinatorics, Constraint (information theory), Quadratic equation, Applied mathematics, Quadratic programming, Electrical and Electronic Engineering, Link (knot theory), Software, Civil and Structural Engineering, Mathematics
الوصف: The celebrated S-lemma establishes a powerful equivalent condition for the nonnegativity of a quadratic function over a single quadratic inequality. However, this lemma fails without the technical condition, known as the Slater condition. In this paper, we first show that the Slater condition is indeed necessary for the S-lemma and then establishes a regularized form of the S-lemma in the absence of the Slater condition. Consequently, we present characterizations of global optimality and the Lagrangian duality for quadratic optimization problems with a single quadratic constraint. Our method of proof makes use of Brickman’s theorem and conjugate analysis, exploiting the hidden link between the convexity and the S-lemma.
تدمد: 1573-2924
1389-4420
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4dd3e075d93516de101497d0796d2321
https://doi.org/10.1007/s11081-008-9076-9
حقوق: OPEN
رقم الأكسشن: edsair.doi...........4dd3e075d93516de101497d0796d2321
قاعدة البيانات: OpenAIRE