Global optimality conditions in maximizing a convex quadratic function under convex quadratic constraints
type: Item
instance of: scholarly article
title: Global optimality conditions in maximizing a convex quadratic function under convex quadratic constraints
zbMATH Open document ID: 1172.90501
DOI: 10.1023/A:1012752110010
author: Jean-Baptiste Hiriart-Urruty
published in: Journal of Global Optimization
publication date: 2002-12-15T00:00:00Z
review text: The article characterizes globally optimal solutions for the problem of maximizing a convex quadratic objective function under several convex quadratic constraints. The characterization is given in terms of a primal optimality condition which can be seen as a certain mixture of first and second order conditions. The main idea for the proof is to specialize a more general global optimality condition for convex maximization in terms of \(\epsilon\)-subgradients -- due to the same author -- to the quadratic programming case.
reviewed by: Oliver Stein
Mathematics Subject Classification ID: 90C46
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 1845267
zbMATH Keywords: global optimality condition
zbMATH Keywords: quadratic objective function
zbMATH Keywords: convex quadratic constraints
MaRDI profile type: Publication
full work available at URL: a:1012752110010
OpenAlex ID: W110673842
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description: scientific article; zbMATH DE number 1845267