Sufficient Conditions for Global Optimality of Bivalent Nonconvex Quadratic Programs with Inequality Constraints

Z. Y. Wu, V. Jeyakumar () and A. M. Rubinov
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Z. Y. Wu: Chongqing Normal University
V. Jeyakumar: University of New South Wales
A. M. Rubinov: University of Ballarat

Journal of Optimization Theory and Applications, 2007, vol. 133, issue 1, No 10, 123-130

Abstract: Abstract We present sufficient conditions for the global optimality of bivalent nonconvex quadratic programs involving quadratic inequality constraints as well as equality constraints. By employing the Lagrangian function, we extend the global subdifferential approach, developed recently in Jeyakumar et al. (J. Glob. Optim., 2007, to appear; Math. Program. Ser. A, 2007, to appear) for studying bivalent quadratic programs without quadratic constraints, and derive global optimality conditions.

Keywords: Quadratic optimization; Quadratic inequality constraints; Binary constraints; Global optimality; Sufficient conditions (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10957-007-9177-1

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