On a Frank-Wolfe type theorem in cubic optimization

ABSTRACT

A classical result due to Frank and Wolfe An algorithm for quadratic programming. Naval Res Log Quart. 1956;3:95–110] says that a quadratic function f attains its supremum on a nonempty polyhedron M if f is bounded from above on M. In this note, we present a stringent proof of the extension of this result to cubic optimization (known from Andronov, Belousov and Shironin On solvability of the problem of polynomial programming (In Russian). Izvestija Akadem. Nauk SSSR, Tekhnicheskaja Kibernetika. 1982;4:194–197. Translation appeared in News of the Academy of Science of USSR, Dept. of Technical Sciences, Technical Cybernetics.]). Further, we discuss related results. In particular, we bring back to attention Kummer's Globale Stabilität quadratischer Optimierungsprobleme. Wissenschaftliche Zeitschrift der Humboldt- Universität zu Berlin, Math-Nat R. 1977;XXVI(5):565–569] generalization of the Frank-Wolfe theorem to the case that f is quadratic, but M is the Minkowski sum of a compact set and a polyhedral cone.