论文标题
通过S-lemma找到一类可能非convex QCQP问题的全球解决方案
Finding global solutions for a class of possibly nonconvex QCQP problems through the S-lemma
论文作者
论文摘要
在本文中,我们为全局最优性提供了必要的(KKT)条件,用于新的可能的非convex四四键约束二次编程(QCQP)问题,并由S-QCQP表示。该类由QCQP问题组成,其中二次组件的矩阵由标量times身份矩阵形成。我们的结果依赖于S-Lemma的广义版,在一般QCQP问题的背景下说明。此外,我们证明了S-QCQP的SDP和SOCP放松的确切性。
In this paper we provide necessary and sufficient (KKT) conditions for global optimality for a new class of possibly nonconvex quadratically constrained quadratic programming (QCQP) problems, denoted by S-QCQP. The class consists of QCQP problems where the matrices of the quadratic components are formed by a scalar times the identity matrix. Our result relies on a generalized version of the S-Lemma, stated in the context of general QCQP problems. Moreover, we prove the exactness of the SDP and the SOCP relaxations for S-QCQP.