Global minimization of difference of quadratic and convex functions over box or binary constraints

• Published in: Optimization letters Vol. 2; no. 2; pp. 223 - 238
• Main Authors: Jeyakumar, V., Huy, N. Q.
• Format: Journal Article
• Language: English
• Published: Berlin/Heidelberg Springer-Verlag 01.03.2008
• Subjects: Computational Intelligence; Mathematics; Mathematics and Statistics; Numerical and Computational Physics; Operations Research/Decision Theory; Optimization; Original Paper; Simulation; Sufficient conditions; Quadratic non-convex minimization; 0/1 Constraints; Necessary optimality conditions; Box constraints; Concave minimization

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...