S-lemma with equality and its applications

Yong Xia, Shu Wang, Ruey Lin Sheu

研究成果: Article同行評審

23 引文 斯高帕斯(Scopus)

摘要

Let (Formula presented.) and (Formula presented.) be two quadratic functions having symmetric matrices (Formula presented.) and (Formula presented.). The S-lemma with equality asks when the unsolvability of the system (Formula presented.) implies the existence of a real number (Formula presented.) such that (Formula presented.). The problem is much harder than the inequality version which asserts that, under Slater condition, (Formula presented.) is unsolvable if and only if (Formula presented.) for some (Formula presented.). In this paper, we show that the S-lemma with equality does not hold only when the matrix (Formula presented.) has exactly one negative eigenvalue and (Formula presented.) is a non-constant linear function ((Formula presented.)). As an application, we can globally solve (Formula presented.) as well as the two-sided generalized trust region subproblem (Formula presented.) without any condition. Moreover, the convexity of the joint numerical range (Formula presented.) where (Formula presented.) is a (possibly non-convex) quadratic function and (Formula presented.) are affine functions can be characterized using the newly developed S-lemma with equality.

原文English
頁(從 - 到)513-547
頁數35
期刊Mathematical Programming
156
發行號1-2
DOIs
出版狀態Published - 2016 三月 1

All Science Journal Classification (ASJC) codes

  • Software
  • Mathematics(all)

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