On zero duality gap in nonconvex quadratic programming problems

On zero duality gap in nonconvex quadratic programming problems

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Article ID: iaor2012606
Volume: 52
Issue: 2
Start Page Number: 229
End Page Number: 242
Publication Date: Feb 2012
Journal: Journal of Global Optimization
Authors: , , ,
Keywords: optimization
Abstract:

We present in this paper new sufficient conditions for verifying zero duality gap in nonconvex quadratically/linearly constrained quadratic programs (QP). Based on saddle point condition and conic duality theorem, we first derive a sufficient condition for the zero duality gap between a quadratically constrained QP and its Lagrangian dual or SDP relaxation. We then use a distance measure to characterize the duality gap for nonconvex QP with linear constraints. We show that this distance can be computed via cell enumeration technique in discrete geometry. Finally, we revisit two sufficient optimality conditions in the literature for two classes of nonconvex QPs and show that these conditions actually imply zero duality gap.

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