Global optimization of a quadratic functional with quadratic equality constraints (Q1333357)
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scientific article; zbMATH DE number 638725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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0.98473966
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0.95422965
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0.9466774
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0.9418435
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0.94150084
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0.94108737
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0.93726623
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