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
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
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页码:969 / 1005
页数:37
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