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arXiv · 2206.00618

Finding global solutions for a class of possibly nonconvex QCQP problems through the S-lemma

Ewa M. Bednarczuk·Giovanni Bruccola
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Abstract

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.

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Ewa M. Bednarczuk, Giovanni Bruccola. 2022-06-01. Finding global solutions for a class of possibly nonconvex QCQP problems through the S-lemma. https://arxiv.org/abs/2206.00618

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