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Avtomatika i Telemekhanika, 2018, Issue 11, Pages 150–158
DOI: https://doi.org/10.31857/S000523100002779-0
(Mi at14996)
 

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
Full-text PDF (621 kB) Citations (3)
References:
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.
Funding agency Grant number
Russian Foundation for Basic Research 18-08-00531_а
This work was supported by the Russian Foundation for Basic Research, project no. 18-08-00531.
Presented by the member of Editorial Board: M. V. Khlebnikov

Received: 21.02.2018
English version:
Automation and Remote Control, 2018, Volume 79, Issue 11, Pages 2073–2079
DOI: https://doi.org/10.1134/S0005117918110103
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/at/y2018/i11/p150
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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