An optimality criterion for global quadratic optimization |
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Authors: | Arnold Neumaier |
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Institution: | (1) Institut für Angewandte Mathematik, Universität Freiburg, D-7800 Freiburg, Germany |
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Abstract: | In this paper we prove a sufficient condition that a strong local minimizer of a bounded quadratic program is the unique global minimizer. This sufficient condition can be verified computationally by solving a linear and a convex quadratic program and can be used as a quality test for local minimizers found by standard indefinite quadratic programming routines.Part of this work was done while the author was at the University of Wisconsin-Madison. |
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Keywords: | Global optimization quadratic program lower bound branch and bound |
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