- Title
- Sufficient global optimality conditions for non-convex quadratic minimization problems with box constraints
- Creator
- Jeyakumar, Vaithilingam; Rubinov, Alex; Wu, Zhiyou
- Date
- 2006
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/35209
- Identifier
- vital:443
- Identifier
-
https://doi.org/10.1007/s10898-006-9022-3
- Identifier
- ISSN:0925-5001
- Abstract
- In this paper we establish conditions which ensure that a feasible point is a global minimizer of a quadratic minimization problem subject to box constraints or binary constraints. In particular, we show that our conditions provide a complete characterization of global optimality for non-convex weighted least squares minimization problems. We present a new approach which makes use of a global subdifferential. It is formed by a set of functions which are not necessarily linear functions, and it enjoys explicit descriptions for quadratic functions. We also provide numerical examples to illustrate our optimality conditions.; C1
- Publisher
- Springer Netherlands
- Relation
- Journal of Global Optimization Vol. 36, no. 3 (2006), p. 471-481
- Rights
- Copyright Springer
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0103 Numerical and Computational Mathematics; Bivalent programs; Box constraints; Global optimality conditions; Non-convex minimization; Quadratic optimisation; Weighted least squares; Constraint theory; Function evaluation; Least squares approximations; Numerical methods
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