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On Lagrangian duality gap of quadratic fractional programming with a two-sided quadratic constraint
Optimization Letters ( IF 1.3 ) Pub Date : 2018-08-29 , DOI: 10.1007/s11590-018-1320-4 Meijia Yang , Yong Xia
Optimization Letters ( IF 1.3 ) Pub Date : 2018-08-29 , DOI: 10.1007/s11590-018-1320-4 Meijia Yang , Yong Xia
Strong Lagrangian duality holds for the quadratic programming with a two-sided quadratic constraint. In this paper, we show that the two-sided quadratic constrained quadratic fractional programming, if well scaled, also has zero Lagrangian duality gap. However, this is not always true without scaling. For a special case, the identical regularized total least squares problem, we establish the necessary and sufficient condition under which the Lagrangian duality gap is positive.
中文翻译:
具有双面二次约束的二次分数阶规划的拉格朗日对偶间隙
强拉格朗日对偶性适用于带有两边二次约束的二次规划。在本文中,我们证明了双面二次约束二次分数阶规划,如果缩放比例合理,则也具有零拉格朗日对偶间隙。但是,如果不进行缩放,情况并非总是如此。对于一个特例,相同的正则化总最小二乘问题,我们建立了拉格朗日对偶间隙为正的充要条件。
更新日期:2018-08-29
中文翻译:
具有双面二次约束的二次分数阶规划的拉格朗日对偶间隙
强拉格朗日对偶性适用于带有两边二次约束的二次规划。在本文中,我们证明了双面二次约束二次分数阶规划,如果缩放比例合理,则也具有零拉格朗日对偶间隙。但是,如果不进行缩放,情况并非总是如此。对于一个特例,相同的正则化总最小二乘问题,我们建立了拉格朗日对偶间隙为正的充要条件。