A sufficient conditions for global quadratic optimization

被引：0

作者：

Naffouti, Mourad ^{[1
]}

Baccari, Abdeljelil ^{[2
]}

机构：

[1] Univ Tunis El Manar, Fac Sci Tunis, Tunis 2092, Tunisia

[2] Univ Tunis, Higher Natl Engn Sch Tunis, 13 Ave Taha Hussein, Tunis, Tunisia

来源：

CROATIAN OPERATIONAL RESEARCH REVIEW | 2020年 / 11卷 / 01期

关键词：

convex sets; global optimality conditions; linear constraints; nonconvex quadratic optimization;

D O I：

10.17535/crorr.2020.0002

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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 Karush-Kuhn-Tucker triplets of this problem is convex, then a local minimizer is global.

引用

页码：11 / 19

页数：9

共 12 条

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