Redundancies in positive-semidefinite quadratic programming

Redundancies in positive-semidefinite quadratic programming

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Article ID: iaor20042337
Country: Netherlands
Volume: 119
Issue: 3
Start Page Number: 553
End Page Number: 564
Publication Date: Dec 2003
Journal: Journal of Optimization Theory and Applications
Authors:
Abstract:

The question investigated is how to detect nonactive restrictions in positive-semidefinite quadratic programming. If the optimization satisfies some regulatory conditions, we can use parametric optimization techniques for that analysis. It turns out that results obtained in an earlier paper, where only positive-definite matrices are considered, can be generalised to the semidefinite case. Simple calculations based exclusively on the problem data allow one to delete superfluous restrictions for this problem class during an optimization procedure.

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