Equivalent sufficient conditions for global optimality of quadratically constrained quadratic programs
摘要
We study the equivalence of several well-known sufficient optimality conditions for a general quadratically constrained quadratic program (QCQP). The conditions are classified in two categories. The first is for determining an optimal solution and the second is for finding an optimal value. The first category includes the existence of a saddle point of the Lagrangian function and the existence of a rank-1 optimal solution of the primal SDP relaxation of QCQPs. The second category includes