A sufficient conditions for global quadratic optimization

This paper is devoted to global optimality conditions for quadratic optimization problems in a real space of dimension n. More precisely, we are concerned with nonconvex quadratic optimization problems with linear constraints. We present some sufficient conditions of global optimality for such probl...

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Bibliographic Details
Published inCroatian Operational Research Review Vol. 11; no. 1; pp. 11 - 19
Main Authors Naffouti, Mourad, Baccari, Abdeljelil
Format Journal Article Paper
LanguageEnglish
Published Zagreb Croatian Operational Research Society (CRORS) 01.01.2020
Hrvatsko društvo za operacijska istraživanja
Croatian Operational Research Society
Subjects
Applied mathematics
convex sets
global optimality conditions
Inequality
Lagrange multiplier
linear constraints
Mathematical programming
nonconvex quadratic optimization
Optimization
Quadratic programming
Triplets
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Summary:This paper is devoted to global optimality conditions for quadratic optimization problems in a real space of dimension n. More precisely, we are concerned with nonconvex quadratic optimization problems with linear constraints. We present some sufficient conditions of global optimality for such problems subject to linear equality and inequality constraints. We prove that when the set of KarushKuhn-Tucker triplets of this problem is convex, then a local minimizer is global.
Bibliography:ObjectType-Article-1
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240680
ISSN:1848-9931
1848-0225
1848-9931
DOI:10.17535/crorr.2020.0002