Journal
OPERATIONS RESEARCH LETTERS
Volume 43, Issue 2, Pages 126-131Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.orl.2014.12.002
Keywords
Quadratic problems; Trust region; Convex relaxations
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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. (C) 2014 Elsevier B.V. All rights reserved.
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