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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2018 Issue 11, Pages 150–158 (Mi at14996)

This article is cited in 3 papers

Optimization, System Analysis, and Operations Research

Semidefinite relaxation and new conditions for sign-definiteness of the quadratic form under quadratic constraints

L. B. Rapoport

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

Abstract: Use of the semidefinite relaxation in the problem of sign-definiteness of the quadratic form under quadratic constraints enables one to establish from the duality conditions an $S$-procedure. However, the $S$-procedure giving the necessary and sufficient conditions for signdefiniteness of the relaxed problem provides only the sufficient conditions for sign-definiteness for the original problem for the case of two and more quadratic constraints. This property is called the deficiency of $S$-procedure. A method was proposed enabling one in some cases to establish the conditional sign-definiteness in the case where the $S$-procedure provides a negative result. This method give the necessary and sufficient conditions for sign-definiteness in the two-dimensional case. An example was given.

Keywords: quadratic form, semidefinite relaxation, conditional uncertainty, $S$-procedure, cone.

Presented by the member of Editorial Board: M. V. Khlebnikov

Received: 21.02.2018

DOI: 10.31857/S000523100002779-0


 English version:
Automation and Remote Control, 2018, 79:11, 2073–2079

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© Steklov Math. Inst. of RAS, 2026