Article ID Journal Published Year Pages File Type
1142361 Operations Research Letters 2015 6 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Authors
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