Global Quadratic Minimization over Bivalent Constraints: Necessary and Sufficient Global Optimality Condition

Global Quadratic Minimization over Bivalent Constraints: Necessary and Sufficient Global Optimality Condition

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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:
Keywords: programming: quadratic
Abstract:

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.

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