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 prob...

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Bibliographic Details
Main Authors: Mourad Naffouti, Abdeljelil Baccari
Format: Article
Language:English
Published: Croatian Operational Research Society 2020-01-01
Series:Croatian Operational Research Review
Online Access:https://hrcak.srce.hr/file/349411
Description
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 Karush-Kuhn-Tucker triplets of this problem is convex, then a local minimizer is global.
ISSN:1848-0225
1848-9931