Sufficient Global Optimality Conditions for Bivalent Quadratic Optimization |
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| Authors: | Pinar M Ç |
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| Institution: | (1) Department of Industrial Engineering, Bilkent University, Bilkent, Ankara, Turkey |
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| Abstract: | We prove a sufficient global optimality condition for the problem of minimizing a quadratic function subject to quadratic equality constraints where the variables are allowed to take values –1 and 1. We extend the condition to quadratic problems with matrix variables and orthonormality constraints, and in particular to the quadratic assignment problem. |
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| Keywords: | Quadratic optimization with binary variables global optimality sufficient optimality conditions quadratic assignment problem |
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