| Article ID: | iaor20062319 |
| Country: | Netherlands |
| Volume: | 34 |
| Issue: | 2 |
| Start Page Number: | 135 |
| End Page Number: | 141 |
| Publication Date: | Mar 2006 |
| Journal: | Operations Research Letters |
| Authors: | Fan Jinyan, Nie Puyan |
| Keywords: | Lagrangian function |
We characterize the optimal solution of a quadratic program over the Stiefel manifold with an objective function in trace formulation. The result is applied to relaxations of HQAP and MTLS. Finally, we show that strong duality holds for the Lagrangian dual, provided some redundant constraints are added to the primal prgram.