Canonical Duality Theory and Solutions to Constrained Nonconvex Quadratic Programming

  title={Canonical Duality Theory and Solutions to Constrained Nonconvex Quadratic Programming},
  author={David Yang Gao},
  journal={J. Global Optimization},
This paper presents a perfect duality theory and a complete set of solutions to nonconvex quadratic programming problems subjected to inequality constraints. By use of the canonical dual transformation developed recently, a canonical dual problem is formulated, which is perfectly dual to the primal problem in the sense that they have the same set of KKT points. It is proved that the KKT points depend on the index of the Hessian matrix of the total cost function. The global and local extrema of… CONTINUE READING
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