Using copositivity for global optimality criteria in concave quadratic programming problems

Using copositivity for global optimality criteria in concave quadratic programming problems

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Article ID: iaor19951904
Country: Netherlands
Volume: 62
Issue: 3
Start Page Number: 575
End Page Number: 580
Publication Date: Dec 1993
Journal: Mathematical Programming (Series A)
Authors: ,
Abstract:

In this note the authors specify a necessary and sufficient condition for global optimality in concave quadratic minimization problems. Using this condition, it follows that, from the perspective of worst-case complexity of concave quadratic problems, the difference between local and global optimality conditions is not as large as in general. As an essential ingredient, the authors here use the •-subdifferential calculus via an approach of Hiriart-Urruty and Lemarechal.

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