Global optimality of quadratic minimization over symmetric polytopes

Global optimality of quadratic minimization over symmetric polytopes

0.00 Avg rating0 Votes
Article ID: iaor20083443
Country: United Kingdom
Volume: 56
Issue: 5/6
Start Page Number: 633
End Page Number: 640
Publication Date: Oct 2007
Journal: Optimization
Authors: ,
Abstract:

In this article, we establish necessary as well as sufficient conditions for a feasible point to be a global minimizer of a quadratic function over a symmetric polytope. We also show that the necessary condition becomes necessary and sufficient for global optimality in the special case where the matrices are involved diagonal matrices. Sufficient conditions are obtained by way of simple quadratic underestimation. Examples are discussed to illustrate the optimality conditions.

Reviews

Required fields are marked *. Your email address will not be published.