关于二次约束二次规划问题强对偶性的几个结果

• 作者: 乐航睿 杨庆之
• 来源期刊: 高等学校计算数学学报
• 学科: 数学
• 年，卷（期）: 2019,（1）
• 页码范围: 54-79
• 页数: 26页
• 分类号: O221|O224
• 语种: 中文

摘要

In this paper,we revisit the strong duality of the quadratically constrained quadratic programming (QCQP) problem.We first generalize a known result for the rank-one decomposition of matrices and then apply it to consider the strong duality for more general QCQP scenarios,including the cases with one constraint,two constraints while at least one being inactive on the optimal solution point,multiple constraints,and an interval constraint.A sufficient condition ensuring the strong duality of more general QCQP problems is studied as well.We also extend our results to the QCQP problems with complex variables.