English

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 AA, B1B_1, B2B_2 are real symmetric matrices, μ1,μ2,δ1,δ2,α\mu_1,\mu_2,\delta_1,\delta_2,\alpha, βR\beta\in\mathbb{R} satisfying μ1μ2\mu_1\leq \mu_2, δ1δ2\delta_1\leq\delta_2 and α<β\alpha<\beta. We establish the robust alternative result; the robust S-lemma and the robust optimality for the above nonconvex problem.

Keywords

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}
}
R2 v1 2026-06-28T02:52:02.104Z