Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty

In this paper we examine non‐convex quadratic optimization problems over a quadratic constraint under unknown but bounded interval perturbation of problem data in the constraint and develop criteria for characterizing robust (i.e. uncertainty‐immunized) global solutions of classes of non‐convex quadratic problems. Firstly, we derive robust solvability results for quadratic inequality systems under parameter uncertainty. Consequently, we obtain characterizations of robust solutions for uncertain homogeneous quadratic problems, including uncertain concave quadratic minimization problems and weighted least squares. Using homogenization, we also derive characterizations of robust solutions for non‐homogeneous quadratic problems.