Matrix analysis
Hidden convexity in some nonconvex quadratically constrained quadratic programming
Mathematical Programming: Series A and B
Journal of Global Optimization
On cones of nonnegative quadratic functions
Mathematics of Operations Research
New Results on Quadratic Minimization
SIAM Journal on Optimization
Canonical Duality Theory and Solutions to Constrained Nonconvex Quadratic Programming
Journal of Global Optimization
Global optimization for a class of fractional programming problems
Journal of Global Optimization
Journal of Global Optimization
Canonical dual approach to solving the maximum cut problem
Journal of Global Optimization
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This paper extends and completes the discussion by Xing et al. (Canonical dual solutions to the quadratic programming over a quadratic constraint, submitted) about the quadratic programming over one quadratic constraint (QP1QC). In particular, we relax the assumption to cover more general cases when the two matrices from the objective and the constraint functions can be simultaneously diagonalizable via congruence. Under such an assumption, the nonconvex (QP1QC) problem can be solved through a dual approach with no duality gap. This is unusual for general nonconvex programming but we can explain by showing that (QP1QC) is indeed equivalent to a linearly constrained convex problem, which happens to be dual of the dual of itself. Another type of hidden convexity can be also found in the boundarification technique developed in Xing et al. (Canonical dual solutions to the quadratic programming over a quadratic constraint, submitted).