Quadratic programs over the Stiefel manifold

Authors:
Jinyan Fan;Puyan Nie
Affiliations:
Department of Mathematics, Shanghai Jiao Tong University, Shanghai 200240, PR China;Department of Mathematics, Jinan University, Guangzhou 510632, PR China
Venue:
Operations Research Letters
Year:
2006

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Abstract

We characterize the optimal solution of a quadratic program over the Stiefel manifold with an objective function in trace formulation. The result is applied to relaxations of HQAP and MTLS. Finally, we show that strong duality holds for the Lagrangian dual, provided some redundant constraints are added to the primal program.