Second Order Optimality Conditions and Reformulations for Nonconvex Quadratically Constrained Quadratic Programming Problems. Shi, Z., Jin, Q., ,Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, ,Department of Management Science, & Engineering, Z. U. Journal of Industrial & Management Optimization, 10(3):871–882, 2014.
Second Order Optimality Conditions and Reformulations for Nonconvex Quadratically Constrained Quadratic Programming Problems [link]Paper  doi  abstract   bibtex   
In this paper, we present an optimality condition which could determine whether a given KKT solution is globally optimal. This condition is equivalent to determining if the Hessian of the corresponding Largrangian is copositive over a set. To find the corresponding Lagrangian multiplier, two linear conic programming problems are constructed and then relaxed for computational purpose. Under the new condition, we proposed a local search based scheme to find a global optimal solution and showed its effectiveness by three examples.
@article{shi_second_2014,
	title = {Second {Order} {Optimality} {Conditions} and {Reformulations} for {Nonconvex} {Quadratically} {Constrained} {Quadratic} {Programming} {Problems}},
	volume = {10},
	issn = {1553-166X},
	url = {http://aimsciences.org//article/doi/10.3934/jimo.2014.10.871},
	doi = {10.3934/jimo.2014.10.871},
	abstract = {In this paper, we present an optimality condition which could determine whether a given KKT solution is globally optimal. This condition is equivalent to determining if the Hessian of the corresponding Largrangian is copositive over a set. To find the corresponding Lagrangian multiplier, two linear conic programming problems are constructed and then relaxed for computational purpose. Under the new condition, we proposed a local search based scheme to find a global optimal solution and showed its effectiveness by three examples.},
	language = {en},
	number = {3},
	urldate = {2022-01-19},
	journal = {Journal of Industrial \& Management Optimization},
	author = {Shi, Ziye and Jin, Qingwei and {,Department of Mathematical Sciences, Tsinghua University, Beijing, 100084} and {,Department of Management Science and Engineering, Zhejiang University, Hangzhou, Zhejiang 310058}},
	year = {2014},
	keywords = {/unread},
	pages = {871--882},
}

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