Global optimization of a quadratic functional with quadratic equality constraints
type: Item
instance of: scholarly article
title: Global optimization of a quadratic functional with quadratic equality constraints
zbMATH Open document ID: 0830.90115
DOI: 10.1007/BF02191860
author: J. R. Bar-on
author: Kevin A. Grasse
published in: Journal of Optimization Theory and Applications
publication date: 1994-09-13T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 638725
zbMATH Keywords: global minimum
zbMATH Keywords: condition of optimality
zbMATH Keywords: Hessian
zbMATH Keywords: constrained optimization
zbMATH Keywords: local solution
MaRDI profile type: Publication
cites work: Phase margins for multivariable control systems
cites work: Q5566063
cites work: A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
cites work: Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization
Recommended article: Global optimization of a quadratic functional with quadratic equality constraints. II
Recommended article: Q5400341
Recommended article: Global optimization of a quadratic function subject to a bounded mixed integer constraint set
Recommended article: Global optimality conditions in maximizing a convex quadratic function under convex quadratic constraints
Recommended article: An optimality criterion for global quadratic optimization
Recommended article: Global optimality conditions for quadratic \(0-1\) optimization problems
Recommended article: Global optimization solutions to a class of nonconvex quadratic minimization problems with quadratic constraints
Recommended article: Approximating global quadratic optimization with convex quadratic constraints
Recommended article: Q2993190
Recommended article: A sufficient conditions for global quadratic optimization
description: scientific article; zbMATH DE number 638725