Global and Local Quadratic Minimization

被引:0
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作者
M. J. Best
B. Ding
机构
[1] University of Waterloo,Department of Combinatorics and Optimization
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Global optimization; parametric quadratic programming; non-convex quadratic program.;
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摘要
We present a method which when applied to certain non-convex QP will locatethe globalminimum, all isolated local minima and some of the non-isolated localminima. The method proceeds by formulating a (multi) parametric convex QP interms ofthe data of the given non-convex QP. Based on the solution of the parametricQP,an unconstrained minimization problem is formulated. This problem ispiece-wisequadratic. A key result is that the isolated local minimizers (including theglobalminimizer) of the original non-convex problem are in one-to-one correspondencewiththose of the derived unconstrained problem.
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页码:77 / 90
页数:13
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