Joint-range convexity for a pair of inhomogeneous quadratic functions and applications to QP

TL;DR

This paper extends the convexity Dines theorem to pairs of inhomogeneous quadratic functions, providing new conditions for convexity, S-lemma validity, and strong duality in nonconvex quadratic optimization problems.

Contribution

It introduces novel convexity results for inhomogeneous quadratic functions and applies them to establish conditions for S-lemma and strong duality.

Findings

Extended convexity Dines theorem for inhomogeneous quadratics

New sufficient conditions for S-lemma validity

Characterization of strong duality under Slater condition

Abstract

We establish various extensions of the convexity Dines theorem for a (joint-range) pair of inhomogeneous quadratic functions. If convexity fails we describe those rays for which the sum of the joint-range and the ray is convex. These results are suitable for dealing nonconvex inhomogeneous quadratic optimization problems under one quadratic equality constraint. As applications of our main results, different sufficient conditions for the validity of S-lemma (a nonstrict version of Finsler's theorem) for inhomogenoeus quadratic functions, is presented. In addition, a new characterization of strong duality under Slater-type condition is established.