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This article is cited in 3 scientific papers (total in 3 papers)
Optimization, System Analysis, and Operations Research
Semidefinite relaxation and new conditions for sign-definiteness of the quadratic form under quadratic constraints
L. B. Rapoport Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Abstract:
Use of the semidefinite relaxation in the problem of sign-definiteness of the quadratic form under quadratic constraints enables one to establish from the duality conditions an $S$-procedure. However, the $S$-procedure giving the necessary and sufficient conditions for signdefiniteness of the relaxed problem provides only the sufficient conditions for sign-definiteness for the original problem for the case of two and more quadratic constraints. This property is called the deficiency of $S$-procedure. A method was proposed enabling one in some cases to establish the conditional sign-definiteness in the case where the $S$-procedure provides a negative result. This method give the necessary and sufficient conditions for sign-definiteness in the two-dimensional case. An example was given.
Keywords:
quadratic form, semidefinite relaxation, conditional uncertainty, $S$-procedure, cone.
Citation:
L. B. Rapoport, “Semidefinite relaxation and new conditions for sign-definiteness of the quadratic form under quadratic constraints”, Avtomat. i Telemekh., 2018, no. 11, 150–158; Autom. Remote Control, 79:11 (2018), 2073–2079
Linking options:
https://www.mathnet.ru/eng/at14996 https://www.mathnet.ru/eng/at/y2018/i11/p150
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