- Title
- Conditions for global optimality of quadratic minimization problems with LMI constraints
- Creator
- Jeyakumar, Vaithilingam; Wu, Zhiyou
- Date
- 2007
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/43703
- Identifier
- vital:446
- Identifier
-
https://doi.org/10.1142/S021759590700119X
- Identifier
- ISSN:0217-5959
- Abstract
- In this paper we present sufficient conditions for global optimality of non-convex quadratic programs involving linear matrix inequality (LMI) cnstraints. 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. © World Scientific Publishing Co. & Operational Research Society of Singapore.; C1
- Publisher
- World Scientific Publishing Co
- Relation
- Asia-Pacific Journal of Operational Research Vol. 24, no. 2 (2007), p. 149-160
- Rights
- Copyright World Scientific Publishing
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; Box constraints; Global optimality; Linear matrix inequalities; Quadratic optimisation; Sufficient conditions; Constraint theory; Functions; Lagrange multipliers; Quadratic programming
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