GLOBAL OPTIMIZATION OF A QUADRATIC FUNCTIONAL WITH QUADRATIC EQUALITY CONSTRAINTS

被引:15
|
作者
BARON, JR [1 ]
GRASSE, KA [1 ]
机构
[1] UNIV OKLAHOMA,DEPT MATH,NORMAN,OK 73019
关键词
QUADRATIC FUNCTIONALS; QUADRATIC EQUALITY CONSTRAINTS; GLOBAL OPTIMIZATION;
D O I
10.1007/BF02191860
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
In this paper, we investigate a constrained optimization problem with a quadratic cost functional and two quadratic equality constraints. While it is obvious that, for a nonempty constraint set, there exists a global minimum cost, a method to determine if a given local solution yields the global minimum cost has not been established. We develop a necessary and sufficient condition that will guarantee that solutions of the optimization problem yield the global minimum cost. This constrained optimization problem occurs naturally in the computation of the phase margin for multivariable control systems. Our results guarantee that numerical routines can be developed that will converge to the global solution for the phase margin.
引用
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页码:379 / 386
页数:8
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