KKT Solution and Conic Relaxation for Solving Quadratically Constrained Quadratic Programming Problems


KKT Solution and Conic Relaxation for Solving Quadratically Constrained Quadratic Programming Problems is a scholarly work by Shu-Cherng Fang, published in 2011 in ''SIAM Journal on Optimization''. The main subjects of the publication include Karush–Kuhn–Tucker conditions, iterative numerical method, quadratically constrained quadratic program, quadratic equation, applied mathematics, conic section, model predictive control, Quadratic growth, relaxation, mathematical optimization, Lagrangian relaxation, quadratic programming, mathematics, Sequential quadratic programming, and second-order cone programming. The study leads to a global optimality condition that is more general than the known positive semidefiniteness condition in the literature.

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