On a Quadratic Optimization Problem with Equality Constraints |
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| Authors: | Guu S. M. Liou Y. C. |
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| Affiliation: | (1) Department of Industrial Engineering, Yuan Ze University, Taoyuan, Taiwan, ROC;(2) Department of Industrial Engineering, Yuan Ze University, Taoyuan, Taiwan, ROC |
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| Abstract: | The constrained optimization problem with a quadratic cost functional and two quadratic equality constraints has been studied by Bar-on and Grasse, with positive-definite matrix in the objective. In this note, we shall relax the matrix in the objective to be positive semidefinite. A necessary and sufficient condition to characterize a local optimal solution to be global is established. Also, a perturbation scheme is proposed to solve this generalized problem. |
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| Keywords: | Quadratic cost functionals quadratic equality constraints global optimal solutions |
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