For a general quadratic problem, an analog is formulated as a homogeneous quadratic problem. The estimates ψ* constructed based on Shor’s dual quadratic estimates for these problems are proved to be equal. It is shown that, for the case of a homogeneous quadratic problem, finding ψ* is reduced to an unconstraint minimization problem for a convex function.
quadratic problem Shor’s dual estimate negative definite matrix matrix eigenvalue Lagrangian multipliers nonsmooth penalty function
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