English, Article edition: CONDITIONS FOR GLOBAL OPTIMALITY OF QUADRATIC MINIMIZATION PROBLEMS WITH LMI CONSTRAINTS VAITHILINGAM JEYAKUMAR; ZHIYOU WU

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Bookmark: http://trove.nla.gov.au/version/131610
Physical Description
  • article
Language
  • English

Edition details

Title
  • CONDITIONS FOR GLOBAL OPTIMALITY OF QUADRATIC MINIMIZATION PROBLEMS WITH LMI CONSTRAINTS
Author
  • VAITHILINGAM JEYAKUMAR
  • ZHIYOU WU
Physical Description
  • article
Notes
  • In this paper we present sufficient conditions for global optimality of non-convex quadratic programs involving linear matrix inequality (LMI) constraints. Our approach makes use of the concept of a quadratic subgradient. We develop optimality conditions for quadratic programs with LMI constraints by using Lagrangian function and by examining conditions which minimizes a quadratic subgradient of the Lagrangian function over simple bounding constraints. As applications, we obtain sufficient optimality condition for quadratic programs with LMI and box constraints by minimizing a quadrtic subgradient over box constraints. We also give optimality conditions for quadratic minimization involving LMI and binary constraints.
  • Quadratic optimization, linear matrix inequalities, box constraints, global optimality, sufficient condition, 41A65, 41A29, 90C30
  • RePEc:wsi:apjorx:v:24:y:2007:i:02:p:149-160
Language
  • English
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