A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints

Flores-Bazan, F; Carcamo, G.

Abstract

We first establish a relaxed version of Dines theorem associated to quadratic minimization problems with finitely many linear equality and a single (nonconvex) quadratic inequality constraints. The case of unbounded optimal valued is also discussed. Then, we characterize geometrically the strong duality, and some relationships with the conditions employed in Finsler theorem are established. Furthermore, necessary and sufficient optimality conditions with or without the Slater assumption are derived. Our results can be used to situations where none of the results appearing elsewhere are applicable. In addition, a revisited theorem due to Frank and Wolfe along with that due to Eaves is established for asymptotically linear sets.

Más información

Título según WOS: A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints
Título según SCOPUS: A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints
Título de la Revista: MATHEMATICAL PROGRAMMING
Volumen: 145
Número: 1-2
Editorial: SPRINGER HEIDELBERG
Fecha de publicación: 2014
Página de inicio: 263
Página final: 290
Idioma: English
DOI:

10.1007/s10107-013-0647-y

Notas: ISI, SCOPUS - ISI