Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints

• Published in: SIAM journal on optimization Vol. 17; no. 3; pp. 844 - 860
• Main Authors: Beck, Amir, Eldar, Yonina C.
• Format: Journal Article
• Language: English
• Published: Philadelphia Society for Industrial and Applied Mathematics 01.01.2006
• Subjects: Algorithms; Optimization

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...