Article ID: | iaor20107606 |
Volume: | 48 |
Issue: | 3 |
Start Page Number: | 447 |
End Page Number: | 463 |
Publication Date: | Nov 2010 |
Journal: | Journal of Global Optimization |
Authors: | Povh Janez |
Finding global optimum of a non-convex quadratic function is in general a very difficult task even when the feasible set is a polyhedron. We show that when the feasible set of a quadratic problem consists of orthogonal matrices from R