On Local Non-Global Minimizers of Quadratic Optimization Problem with a Single Quadratic Constraint

被引：2

作者：

Taati, Akram ^{[1
]}

Salahi, Maziar ^{[1
]}

机构：

[1] Univ Guilan, Fac Math Sci, Dept Appl Math, Namjoo St,POB 1914, Rasht, Iran

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2020年 / 41卷 / 08期

基金：

美国国家科学基金会;

关键词：

Global optimization; generalized eigenvalue problem; local minimizer; quadratically constrained quadratic optimization; TRUST-REGION SUBPROBLEM; ALGORITHM; OPTIMALITY;

D O I：

10.1080/01630563.2020.1733605

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider the nonconvex quadratic optimization problem with a single quadratic constraint. First we give a theoretical characterization of the local non-global minimizers. Then we extend the recent characterization of the global minimizer via a generalized eigenvalue problem to the local non-global minimizers. Finally, we use these results to derive an efficient algorithm that finds the global minimizer of the problem with an additional linear inequality constraint.

引用

页码：969 / 1005

页数：37

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