KKT-based primal-dual exactness conditions for the Shor relaxation

Abstract In this work we present some exactness conditions for the Shor relaxation of diagonal (or, more generally, diagonalizable) QCQPs, which extend the conditions introduced in different recent papers about the same topic. It is shown that the Shor relaxation is equivalent to two convex quadrati...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Locatelli, M. [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2022

Schlagwörter:

Quadratically Constrained Quadratic Programming

Shor relaxation

Convex relaxations

Exactness conditions

Anmerkung:

© The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Übergeordnetes Werk:

Enthalten in: Journal of global optimization - Dordrecht [u.a.] : Springer Science + Business Media B.V, 1991, 86(2022), 2 vom: 29. Nov., Seite 285-301

Übergeordnetes Werk:

volume:86 ; year:2022 ; number:2 ; day:29 ; month:11 ; pages:285-301

Links:

Volltext

DOI / URN:

10.1007/s10898-022-01258-5

Katalog-ID:

SPR052468550

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