Sufficient Global Optimality Conditions for Bivalent Quadratic Optimization

被引:0
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作者
M. Ç. Pinar
机构
[1] Bilkent University,Department of Industrial Engineering
关键词
Quadratic optimization with binary variables; global optimality; sufficient optimality conditions; quadratic assignment problem;
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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:7
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