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arXiv · 1210.5300

Canonical Solutions to Nonconvex Minimization Problems over Lorentz Cone

Ning Ruan·David Yang Gao
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Abstract

This paper presents a canonical dual approach for solving nonconvex quadratic minimization problem. By using the canonical duality theory, nonconvex primal minimization problems over n-dimensional Lorentz cone can be transformed into certain canonical dual problems with only one dual variable, which can be solved by using standard convex minimization methods. Extremality conditions of these solutions are classified by the triality theory. Applications are illustrated.

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Ning Ruan, David Yang Gao. 2012-10-19. Canonical Solutions to Nonconvex Minimization Problems over Lorentz Cone. https://arxiv.org/abs/1210.5300

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