Article ID: | iaor200971238 |
Country: | Netherlands |
Volume: | 44 |
Issue: | 3 |
Start Page Number: | 339 |
End Page Number: | 348 |
Publication Date: | Jul 2009 |
Journal: | Journal of Global Optimization |
Authors: | Grippo Luigi, Palagi Laura, Piccialli Veronica |
Keywords: | programming (semidefinite) |
In this paper we consider the standard linear SDP problem, and its low rank nonlinear programming reformulation, based on a Gramian representation of a positive semidefinite matrix. For this nonconvex quadratic problem with quadratic equality constraints, we give necessary and sufficient conditions of global optimality expressed in terms of the Lagrangian function.