Article ID: | iaor2012625 |
Volume: | 152 |
Issue: | 3 |
Start Page Number: | 710 |
End Page Number: | 726 |
Publication Date: | Mar 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Li Guoyin |
Keywords: | programming: quadratic |
In this paper, we establish global optimality conditions for quadratic optimization problems with quadratic equality and bivalent constraints. We first present a necessary and sufficient condition for a global minimizer of quadratic optimization problems with quadratic equality and bivalent constraints. Then we examine situations where this optimality condition is equivalent to checking the positive semidefiniteness of a related matrix, and so, can be verified in polynomial time by using elementary eigenvalues decomposition techniques. As a consequence, we also present simple sufficient global optimality conditions, which can be verified by solving a linear matrix inequality problem, extending several known sufficient optimality conditions in the existing literature.