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Using copositivity for global optimality criteria in concave quadratic programming problems
Authors:Gabriele Danninger  Immanuel M Bomze
Institution:(1) Department of Statistics and Computer Science, University of Vienna, Universitätsstrasse 5, A-1010 Wien, Austria
Abstract:In this note we specify a necessary and sufficient condition for global optimality in concave quadratic minimization problems. Using this condition, it follows that, from the perspective of worst-case complexity of concave quadratic problems, the difference between local and global optimality conditions is not as large as in general. As an essential ingredient, we here use theepsi-subdifferential calculus via an approach of Hiriart-Urruty and Lemarechal (1990).
Keywords:Non-convex non-linear programming  global optimization  second-order optimality conditions  copositive matrices  quadratic programming  convex maximization problem
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