| Article ID: | iaor20032544 |
| Country: | United States |
| Volume: | 98 |
| Issue: | 3 |
| Start Page Number: | 733 |
| End Page Number: | 741 |
| Publication Date: | Sep 1998 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Guu S.M., Liou Y.C. |
The constrained optimization problem with a quadratic cost functional and two quadratic equality constraints has been studied by Baron and Grasse, with positive–definite matrix in the objective. In this note, we shall relax the matrix in the objective to be positive semidefinite. A necessary and sufficient condition to characterize a local optimal solution to be global is established. Also, a perturbation scheme is proposed to solve this generalized problem.