Duality and sensitivity in Nonconvex quadratic optimization over a sphere
Conference
·
OSTI ID:36013
In this talk a duality framework for the problem of optimizing a nonconvex quadratic function over a sphere is discussed. Additional insight is obtained from the apparently new observation that this nonconvex problem is in fact equivalent to a convex problem of the same type, from which known necessary and sufficient conditions readily follow. Based on the duality results, some existing solution procedures are interpreted as in fact solving the dual. The duality relations are also shown to provide a natural framework for sensitivity analysis. Some possibilities for extending these results to the problem of optimizing a nonconvex quadratic function over multiple spheres, will conclude the presentation.
- OSTI ID:
- 36013
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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