In this paper we consider the standard linear SDP problem, and its low rank nonlinear programming reformulation, based on a Gramian representation of a positive semidefinite matrix. For this nonconvex quadratic problem with quadratic equality constraints, we give necessary and sufficient conditions of global optimality expressed in terms of the Lagrangian function.
Necessary and sufficient global optimality conditions for NLP reformulations of linear SDP problems / Grippo, Luigi; Palagi, Laura; Piccialli, Veronica. - In: JOURNAL OF GLOBAL OPTIMIZATION. - ISSN 0925-5001. - STAMPA. - 44:3(2009), pp. 339-348. [10.1007/s10898-008-9328-4]
Necessary and sufficient global optimality conditions for NLP reformulations of linear SDP problems
GRIPPO, Luigi;PALAGI, Laura;PICCIALLI, Veronica
2009
Abstract
In this paper we consider the standard linear SDP problem, and its low rank nonlinear programming reformulation, based on a Gramian representation of a positive semidefinite matrix. For this nonconvex quadratic problem with quadratic equality constraints, we give necessary and sufficient conditions of global optimality expressed in terms of the Lagrangian function.| File | Dimensione | Formato | |
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