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Sufficient Conditions for Global Optimality of Bivalent Nonconvex Quadratic Programs with Inequality Constraints.

Authors :
Wu, Z. Y.
Jeyakumar, V.
Rubinov, A. M.
Source :
Journal of Optimization Theory & Applications. Apr2007, Vol. 133 Issue 1, p123-130. 8p.
Publication Year :
2007

Abstract

We present sufficient conditions for the global optimality of bivalent nonconvex quadratic programs involving quadratic inequality constraints as well as equality constraints. By employing the Lagrangian function, we extend the global subdifferential approach, developed recently in Jeyakumar et al. (J. Glob. Optim., 2007, to appear; Math. Program. Ser. A, 2007, to appear) for studying bivalent quadratic programs without quadratic constraints, and derive global optimality conditions. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00223239
Volume :
133
Issue :
1
Database :
Academic Search Index
Journal :
Journal of Optimization Theory & Applications
Publication Type :
Academic Journal
Accession number :
25917494
Full Text :
https://doi.org/10.1007/s10957-007-9177-1