Global minimization of difference of quadratic and convex functions over box or binary constraints
In this paper, we present necessary as well as sufficient conditions for a given feasible point to be a global minimizer of the difference of quadratic and convex functions subject to bounds on the variables. We show that the necessary conditions become necessary and sufficient for global minimizers...
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Published in | Optimization letters Vol. 2; no. 2; pp. 223 - 238 |
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Main Authors | , |
Format | Journal Article |
Language | English |
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Springer-Verlag
01.03.2008
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Abstract | In this paper, we present necessary as well as sufficient conditions for a given feasible point to be a global minimizer of the difference of quadratic and convex functions subject to bounds on the variables. We show that the necessary conditions become necessary and sufficient for global minimizers in the case of a weighted sum of squares minimization problems. We obtain sufficient conditions for global optimality by first constructing quadratic underestimators and then by characterizing global minimizers of the underestimators. We also derive global optimality conditions for the minimization of the difference of quadratic and convex functions over binary constraints. We discuss several numerical examples to illustrate the significance of the optimality conditions. |
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AbstractList | In this paper, we present necessary as well as sufficient conditions for a given feasible point to be a global minimizer of the difference of quadratic and convex functions subject to bounds on the variables. We show that the necessary conditions become necessary and sufficient for global minimizers in the case of a weighted sum of squares minimization problems. We obtain sufficient conditions for global optimality by first constructing quadratic underestimators and then by characterizing global minimizers of the underestimators. We also derive global optimality conditions for the minimization of the difference of quadratic and convex functions over binary constraints. We discuss several numerical examples to illustrate the significance of the optimality conditions. |
Author | Jeyakumar, V. Huy, N. Q. |
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Cites_doi | 10.1007/s10898-004-6455-4 10.1017/S1446181100010063 10.1007/BF01582072 10.1023/A:1012752110010 10.1137/S1052623498336930 10.1023/B:JOTA.0000042530.24671.80 10.1006/jmaa.1997.5745 10.1080/02331930108844555 10.1007/s10898-006-9022-3 10.1023/B:JOGO.0000044768.75992.10 10.1007/BF02247879 10.1016/S0024-3795(00)00178-6 10.1007/s10898-005-3845-1 10.1007/s10589-005-4799-4 10.1007/s10107-006-0012-5 10.1007/978-1-4757-3218-4 10.1142/S021759590700119X 10.1007/978-1-4757-2787-6 10.1007/978-1-4615-2025-2_5 |
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Keywords | Sufficient conditions Quadratic non-convex minimization 0/1 Constraints Necessary optimality conditions Box constraints Concave minimization |
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Title | Global minimization of difference of quadratic and convex functions over box or binary constraints |
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