Conditions for global optimality of quadratic minimization problems with lmi constraints

In this paper we present sufficient conditions for global optimality of non-convex quadratic programs involving linear matrix inequality (LMI) constraints. Our approach makes use of the concept of a quadratic subgradient. We develop optimality conditions for quadratic programs with LMI constraints by using Lagrangian function and by examining conditions which minimizes a quadratic subgradient of the Lagrangian function over simple bounding constraints. As applications, we obtain sufficient optimality condition for quadratic programs with LMI and box constraints by minimizing a quadrtic subgradient over box constraints. We also give optimality conditions for quadratic minimization involving LMI and binary constraints.