Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142361 | Operations Research Letters | 2015 | 6 Pages |
Abstract
In this paper we discuss problems with quadratic objective function, one or two quadratic constraints, and, possibly, some additional linear constraints. In particular, we consider cases where the Hessian of the quadratic functions are simultaneously diagonalizable, so that the objective and constraint functions can all be converted into separable functions. We give conditions under which a simple convex relaxation of these problems returns their optimal values.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Marco Locatelli,