Sufficient Conditions for Global Optimality of Bivalent Nonconvex Quadratic Programs with Inequality Constraints |
| |
Authors: | Z Y Wu V Jeyakumar A M Rubinov |
| |
Institution: | (1) Department of Mathematics, Chongqing Normal University, Chongqing, People’ Republic of China;(2) Department of Applied Mathematics, University of New South Wales, Sydney, Australia;(3) School of Information Technology and Mathematical Sciences, University of Ballarat, Ballarat, Victoria, Australia |
| |
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.
The authors are grateful to the referees for constructive comments and suggestions which have contributed to the final preparation
of the paper.
Z.Y. Wu’s current address: School of Information Technology and Mathematical Sciences, University of Ballarat, Ballarat, Victoria,
Australia. The work of this author was completed while at the Department of Applied Mathematics, University of New South Wales,
Sydney, Australia. |
| |
Keywords: | Quadratic optimization Quadratic inequality constraints Binary constraints Global optimality Sufficient conditions |
本文献已被 SpringerLink 等数据库收录! |
|