USING COPOSITIVITY FOR GLOBAL OPTIMALITY CRITERIA IN CONCAVE QUADRATIC-PROGRAMMING PROBLEMS

被引：19

作者：

DANNINGER, G

BOMZE, IM

机构：

[1] Department of Statistics and Computer Science, University of Vienna, Wien, A-1010

来源：

MATHEMATICAL PROGRAMMING | 1993年 / 62卷 / 03期

关键词：

NONCONVEX NONLINEAR PROGRAMMING; GLOBAL OPTIMIZATION; 2ND-ORDER OPTIMALITY CONDITIONS; COPOSITIVE MATRICES; QUADRATIC PROGRAMMING; CONVEX MAXIMIZATION PROBLEM;

D O I：

10.1007/BF01585185

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this note we specify a necessary and sufficient condition for global optimality in concave quadratic minimization problems. Using this condition, it follows that, from the perspective of worst-case complexity of concave quadratic problems, the difference between local and global optimality conditions is not as large as in general. As an essential ingredient, we here use the epsilon-subdifferential calculus via an approach of Hiriart-Urruty and Lemarechal (1990).

引用

页码：575 / 580

页数：6

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