On a class of robust nonconvex quadratic optimization problems
Optimization and Control
2022-10-06 v1
Abstract
Let us consider the following robust nonconvex quadratic optimization problem: \begin{equation*} \begin{split} \min &~ \dfrac{1}{2} x^\top Ax+a^\top x \\ \text{s.t.}~ & \alpha\leq\dfrac{1}{2}x^\top (B_1+\mu B_2)x+(b_1+\delta b_2)^\top x \leq\beta,~ \forall~ \mu\in [\mu_1,\mu_2],\forall~\delta\in[\delta_1,\delta_2], \end{split} \end{equation*} where , , are real symmetric matrices, , satisfying , and . We establish the robust alternative result; the robust S-lemma and the robust optimality for the above nonconvex problem.
Cite
@article{arxiv.2210.02369,
title = {On a class of robust nonconvex quadratic optimization problems},
author = {F. Flores-Bazán and Y. García and A. Pérez},
journal= {arXiv preprint arXiv:2210.02369},
year = {2022}
}