Global Quadratic Minimization over Bivalent Constraints: Necessary and Sufficient Global Optimality Condition

被引:0
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作者
Guoyin Li
机构
[1] University of New South Wales,Department of Applied Mathematics
关键词
Quadratic optimization; Bivalent constraints; Global optimality conditions;
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摘要
In this paper, we establish global optimality conditions for quadratic optimization problems with quadratic equality and bivalent constraints. We first present a necessary and sufficient condition for a global minimizer of quadratic optimization problems with quadratic equality and bivalent constraints. Then we examine situations where this optimality condition is equivalent to checking the positive semidefiniteness of a related matrix, and so, can be verified in polynomial time by using elementary eigenvalues decomposition techniques. As a consequence, we also present simple sufficient global optimality conditions, which can be verified by solving a linear matrix inequality problem, extending several known sufficient optimality conditions in the existing literature.
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页码:710 / 726
页数:16
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