ALTERNATIVE THEOREMS FOR QUADRATIC INEQUALITY SYSTEMS AND GLOBAL QUADRATIC OPTIMIZATION

摘要

We establish alternative theorems for quadratic inequality systems. Consequently, we obtain Lagrange multiplier characterizations of global optimality for classes of nonconvex quadratic optimization problems. We present a generalization of Dine's theorem to a system of two homogeneous quadratic functions with a regular cone. The class of regular cones are cones K for which (KU-K) is a subspace. As a consequence, we establish a generalization of the powerful Slemma, which paves the way to obtain a complete characterization of global optimality for a general quadratic optimization model problem involving a system of equality constraints in addition to a single quadratic inequality constraint. We then present an alternative theorem for a system of three nonhomogeneous inequalities by way of establishing the convexity of the joint-range of three homogeneous quadratic functions using a regular cone. This yields Lagrange multiplier characterizations of global optimality for classes of trust-region type problems with two inequality constraints. Finally, we establish an alternative theorem for systems involving an arbitrary finite number of quadratic inequalities involving Z-matrices, which are matrices with nonpositive off diagonal elements, and present necessary and sufficient conditions for global optimality for classes of nonconvex inequality constrained quadratic optimization problems.