On a Quadratic Optimization Problem with Equality Constraints

S. M. Guu and Y. C. Liou
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S. M. Guu: Yuan Ze University
Y. C. Liou: Yuan Ze University

Journal of Optimization Theory and Applications, 1998, vol. 98, issue 3, No 12, 733-741

Abstract: Abstract The constrained optimization problem with a quadratic cost functional and two quadratic equality constraints has been studied by Bar-on and Grasse, with positive-definite matrix in the objective. In this note, we shall relax the matrix in the objective to be positive semidefinite. A necessary and sufficient condition to characterize a local optimal solution to be global is established. Also, a perturbation scheme is proposed to solve this generalized problem.

Keywords: Quadratic cost functionals; quadratic equality constraints; global optimal solutions (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022688416335

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