Name
Title | ||
|---|---|---|
KKT Solution and Conic Relaxation for Solving Quadratically Constrained Quadratic Programming Problems |
Abstract | ||
|---|---|---|
To find a global optimal solution to the quadratically constrained quadratic programming problem, we explore the relationship between its Lagrangian multipliers and related linear conic programming problems. This study leads to a global optimality condition that is more general than the known positive semidefiniteness condition in the literature. Moreover, we propose a computational scheme that provides clues of designing effective algorithms for more solvable quadratically constrained quadratic programming problems. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1137/100793955 | SIAM Journal on Optimization |
Keywords | Field | DocType |
conic relaxation,lagrangian multiplier,related linear conic programming,computational scheme,quadratic programming problem,positive semidefiniteness condition,quadratically constrained quadratic programming,kkt solution,global optimal solution,effective algorithm,solvable quadratically,global optimality condition | Second-order cone programming,Mathematical optimization,Quadratic growth,Quadratically constrained quadratic program,Lagrange multiplier,Conic programming,Quadratic programming,Karush–Kuhn–Tucker conditions,Conic section,Mathematics | Journal |
Volume | Issue | ISSN |
21 | 4 | 1052-6234 |
Citations | PageRank | References |
10 | 0.53 | 14 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Cheng Lu | 1 | 40 | 5.14 |
| Shu-Cherng Fang | 2 | 1153 | 95.41 |
| Qingwei Jin | 3 | 22 | 3.92 |
| Zhenbo Wang | 4 | 59 | 9.43 |
| Wenxun Xing | 5 | 96 | 10.67 |