Sufficient global optimality conditions for bivalent quadratic optimization

被引：39
|
作者：
Pinar, MÇ [1 ]
机构：
[1] Bilkent Univ, Dept Ind Engn, Ankara, Turkey
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2004年 / 122卷 / 02期
关键词：
quadratic optimization with binary variables; global optimality; sufficient optimality conditions; quadratic assignment problem;
D O I：
10.1023/B:JOTA.0000042530.24671.80
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We prove a sufficient global optimality condition for the problem of minimizing a quadratic function subject to quadratic equality constraints where the variables are allowed to take values -1 and 1. We extend the condition to quadratic problems with matrix variables and orthonormality constraints, and in particular to the quadratic assignment problem.
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页码：433 / 440
页数：8
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