Extension of Eaves Theorem for determining the boundedness of convex quadratic programming problems
Tác giả: Nguyen Huu Quang, Nguyen V.B. and Sheu R.L.
Taiwanese Journal of Mathematics
Quyển: 24(6) Trang: 1551-1563
Năm xuất bản: 12/2020
Tóm tắt
It is known that the boundedness of a convex quadratic function over a convex quadratic constraint (c-QP) can be determined by algorithms. In 1985, Terlaky transformed the said boundedness problem into an
l
p
programming problem and then apply linear programming, while Caron and Obuchowska in 1995 proposed another iterative procedure that checks, repeatedly, the existence of the implicit equality constraints. Theoretical characterization about the boundedness of (c-QP), however, does not have a complete result so far, except for Eaves' theorem, first by Eaves and later by Dostál, which answered the boundedness question only partially for a polyhedral-type of constraints. In this paper, Eaves' theorem is generalized to answer, necessarily and sufficiently, when the general (c-QP) with a convex quadratic constraint (not just a polyhedron) can be bounded from below, with a new insight that it can only be unbounded within an affine subspace.