English

On Separation of level sets for a pair of quadratic functions

Optimization and Control 2021-01-14 v2 Classical Analysis and ODEs

Abstract

Given a quadratic function f(x)=xTAx+2aTx+a0,f(x)=x^TAx+2a^Tx+a_0, it is possible that its level set {xRn:f(x)=0}\{x\in\mathbb{R}^n: f(x)=0\} has two connected components and thus can be separated by the level set {xRn:g(x)=0}\{x\in\mathbb{R}^n: g(x)=0\} of another quadratic function g(x)=xTBx+2bTx+b0.g(x)=x^TBx+2b^Tx+b_0. It turns out that the separation property of such kind has great implication in quadratic optimization problems and thus deserves careful studies. In this paper, we characterize the separation property analytically by necessary and sufficient conditions as a new tool to solving optimization problems.

Keywords

Cite

@article{arxiv.2012.10308,
  title  = {On Separation of level sets for a pair of quadratic functions},
  author = {Huu-Quang Nguyen and Ya-Chi Chu and Ruey-Lin Sheu},
  journal= {arXiv preprint arXiv:2012.10308},
  year   = {2021}
}