The Generalized Trust-Region Sub-Problem with Additional Linear Inequality Constraints—Two Convex Quadratic Relaxations and Strong Duality
In this paper, we study the problem of minimizing a general quadratic function subject to a quadratic inequality constraint with a fixed number of additional linear inequality constraints. Under a regularity condition, we first introduce two convex quadratic relaxations (CQRs), under two different c...
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| Published in | Symmetry (Basel) Vol. 12; no. 8; p. 1369 |
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| Main Authors | , , , |
| Format | Journal Article |
| Language | English |
| Published |
Basel
MDPI AG
01.08.2020
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| ISSN | 2073-8994 2073-8994 |
| DOI | 10.3390/sym12081369 |
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| Abstract | In this paper, we study the problem of minimizing a general quadratic function subject to a quadratic inequality constraint with a fixed number of additional linear inequality constraints. Under a regularity condition, we first introduce two convex quadratic relaxations (CQRs), under two different conditions, that are minimizing a linear objective function over two convex quadratic constraints with additional linear inequality constraints. Then, we discuss cases where the CQRs return the optimal solution of the problem, revealing new conditions under which the underlying problem admits strong Lagrangian duality and enjoys exact semidefinite optimization relaxation. Finally, under the given sufficient conditions, we present necessary and sufficient conditions for global optimality of the problem and obtain a form of S-lemma for a system of two quadratic and a fixed number of linear inequalities. |
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| AbstractList | In this paper, we study the problem of minimizing a general quadratic function subject to a quadratic inequality constraint with a fixed number of additional linear inequality constraints. Under a regularity condition, we first introduce two convex quadratic relaxations (CQRs), under two different conditions, that are minimizing a linear objective function over two convex quadratic constraints with additional linear inequality constraints. Then, we discuss cases where the CQRs return the optimal solution of the problem, revealing new conditions under which the underlying problem admits strong Lagrangian duality and enjoys exact semidefinite optimization relaxation. Finally, under the given sufficient conditions, we present necessary and sufficient conditions for global optimality of the problem and obtain a form of S-lemma for a system of two quadratic and a fixed number of linear inequalities. |
| Author | Taati, Akram Hamdi, Abdelouahed Almaadeed, Temadher A. Salahi, Maziar |
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| Title | The Generalized Trust-Region Sub-Problem with Additional Linear Inequality Constraints—Two Convex Quadratic Relaxations and Strong Duality |
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