USING COPOSITIVITY FOR GLOBAL OPTIMALITY CRITERIA IN CONCAVE QUADRATIC-PROGRAMMING PROBLEMS

被引：19
|
作者：
DANNINGER, G
BOMZE, IM
机构：
[1] Department of Statistics and Computer Science, University of Vienna, Wien, A-1010
来源：
MATHEMATICAL PROGRAMMING | 1993年 / 62卷 / 03期
关键词：
NONCONVEX NONLINEAR PROGRAMMING; GLOBAL OPTIMIZATION; 2ND-ORDER OPTIMALITY CONDITIONS; COPOSITIVE MATRICES; QUADRATIC PROGRAMMING; CONVEX MAXIMIZATION PROBLEM;
D O I：
10.1007/BF01585185
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
In this note we specify a necessary and sufficient condition for global optimality in concave quadratic minimization problems. Using this condition, it follows that, from the perspective of worst-case complexity of concave quadratic problems, the difference between local and global optimality conditions is not as large as in general. As an essential ingredient, we here use the epsilon-subdifferential calculus via an approach of Hiriart-Urruty and Lemarechal (1990).
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页码：575 / 580
页数：6
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