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Global optimization of a quadratic functional with quadratic equality constraints - MaRDI portal

Global optimization of a quadratic functional with quadratic equality constraints (Q1333357)

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scientific article; zbMATH DE number 638725
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Global optimization of a quadratic functional with quadratic equality constraints
scientific article; zbMATH DE number 638725

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    Global optimization of a quadratic functional with quadratic equality constraints (English)
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    13 September 1994
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    The authors study the constrained optimization problem \(\min x^T Qx\), subject to \(x^T Rx= 1\), \(x^T Sx= 1\), where the matrices \(Q\), \(R\), \(S\in R^{n\times n}\), \(R\) is positive definite and \(S\) is positive semidefinite. They develop a necessary and sufficient condition for a local solution of the minimization problem to be a global one.
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    global minimum
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    condition of optimality
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    Hessian
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    constrained optimization
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    local solution
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