Indefinite least squares with a quadratic constraint
Santiago Gonzalez Zerbo, Alejandra Maestripieri, and Francisco, Mart\'inez Per\'ia
TL;DR
This paper investigates a complex indefinite least squares problem with a quadratic constraint, providing necessary and sufficient conditions for solutions despite the non-convex nature of the problem.
Contribution
It introduces a comprehensive analysis of indefinite least squares with quadratic constraints, deriving conditions for solution existence in non-convex settings.
Findings
Necessary and sufficient conditions for solutions
Analysis of non-convex quadratic programming problems
Framework applicable to indefinite least squares with quadratic constraints
Abstract
An abstract indefinite least squares problem with a quadratic constraint is considered. This is a quadratic programming problem with one quadratic equality constraint, where neither the objective nor the constraint are convex functions. Necessary and sufficient conditions are found for the existence of solutions.
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Taxonomy
TopicsAdvanced Optimization Algorithms Research · Optimization and Variational Analysis · Optimization and Packing Problems