Using copositivity for global optimality criteria in concave quadratic programming problems (Q1319026)

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scientific article; zbMATH DE number 549160
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Using copositivity for global optimality criteria in concave quadratic programming problems
scientific article; zbMATH DE number 549160

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    Using copositivity for global optimality criteria in concave quadratic programming problems (English)
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    12 April 1994
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    For the general linearly constrained concave quadratic minimization problem, the authors give necessary and sufficient optimality conditions which are expressed in terms of the copositivity, with respect to a certain cone, of an associated matrix. The proof is based on results of \textit{J.-B. Hiriart-Urruty} [in: `Nonsmooth optimization and related topics', Proc. 4th Course Int. Sch. Math., Erice/Italy 1988, Ettore Majorana Int. Sci. Ser., Phys. Sci. 43, 219-239 (1989; Zbl 0735.90056)] characterizing global minima of differences of convex functions.
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    global optimization
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    dc-functions
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    linearly constrained concave quadratic minimization
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    necessary and sufficient optimality conditions
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