Abstract
In this paper, we propose the sufficient conditions for the solution existence of a nonconvex quadratic program whose constraint set is defined by finitely many convex quadratic inequalities, and use the obtained results on solution existence to investigate some stability properties of a class of nonconvex quadratic programs.
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Acknowledgements
The first author was supported by the Vietnam Institute for Advanced Study in Mathematics (VIASM). This research is funded by Vietnam National Foundation for Science and Technology Development (NAFOSTED) under Grant Number 101.01-2014.39.
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Tam, N.N., Nghi, T.V. On the solution existence and stability of quadratically constrained nonconvex quadratic programs. Optim Lett 12, 1045–1063 (2018). https://doi.org/10.1007/s11590-017-1163-4
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DOI: https://doi.org/10.1007/s11590-017-1163-4