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CONDITIONS FOR GLOBAL OPTIMALITY OF QUADRATIC MINIMIZATION PROBLEMS WITH LMI CONSTRAINTS.
- Source :
- Asia-Pacific Journal of Operational Research; Apr2007, Vol. 24 Issue 2, p149-160, 12p
- Publication Year :
- 2007
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02175959
- Volume :
- 24
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Asia-Pacific Journal of Operational Research
- Publication Type :
- Academic Journal
- Accession number :
- 25170790