Sufficient Global Optimality Conditions for Non-convex Quadratic Minimization Problems With Box Constraints

In this paper we establish conditions which ensure that a feasible point is a global minimizer of a quadratic minimization problem subject to box constraints or binary constraints. In particular, we show that our conditions provide a complete characterization of global optimality for non-convex weig...

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Veröffentlicht in:Journal of global optimization 2006-11, Vol.36 (3), p.471-481
Hauptverfasser: Jeyakumar, V., Rubinov, A. M., Wu, Z. Y.
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Sprache:eng
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Zusammenfassung:In this paper we establish conditions which ensure that a feasible point is a global minimizer of a quadratic minimization problem subject to box constraints or binary constraints. In particular, we show that our conditions provide a complete characterization of global optimality for non-convex weighted least squares minimization problems. We present a new approach which makes use of a global subdifferential. It is formed by a set of functions which are not necessarily linear functions, and it enjoys explicit descriptions for quadratic functions. We also provide numerical examples to illustrate our optimality conditions.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-006-9022-3