SECOND ORDER OPTIMALITY CONDITIONS AND REFORMULATIONS FOR NONCONVEX QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING PROBLEMS

被引：3
|
作者：
Shi, Ziye [1 ]
Jin, Qingwei [2 ]
机构：
[1] Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China
[2] Zhejiang Univ, Dept Management Sci & Engn, Hangzhou 310058, Zhejiang, Peoples R China
来源：
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2014年 / 10卷 / 03期
关键词：
Quadratic programming; optimality condition; algorithm; copositive programming; OPTIMIZATION; MINIMIZATION; CONES;
D O I：
10.3934/jimo.2014.10.871
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this paper, we present an optimality condition which could determine whether a given KKT solution is globally optimal. This condition is equivalent to determining if the Hessian of the corresponding Largrangian is copositive over a set. To find the corresponding Lagrangian multiplier, two linear conic programming problems are constructed and then relaxed for computational purpose. Under the new condition, we proposed a local search based scheme to find a global optimal solution and showed its effectiveness by three examples.
引用
收藏
页码：871 / 882
页数：12
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