East Asian mathematical journal
- Volume 27 Issue 5
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- Pages.539-543
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- 2011
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- 1226-6973(pISSN)
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- 2287-2833(eISSN)
DOI QR Code
ON DUALITY FOR NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS
- Kim, Moon-Hee (School of Free Major, Tongmyong University)
- Received : 2011.07.18
- Accepted : 2011.08.03
- Published : 2011.11.30
Abstract
In this paper, we consider an optimization problem which consists a nonconvex quadratic objective function and two nonconvex quadratic constraint functions. We formulate its dual problem with semidefinite constraints, and we establish weak and strong duality theorems which hold between these two problems. And we give an example to illustrate our duality results. It is worth while noticing that our weak and strong duality theorems hold without convexity assumptions.