On a quadratic optimization problem with equality constraints

S. M. Guu; Y. C. Liou

doi:10.1023/A:1022688416335

On a quadratic optimization problem with equality constraints

S. M. Guu^*, Y. C. Liou

^*Corresponding author for this work

Yuan Ze University

Research output: Contribution to journal › Journal Article › peer-review

6 Scopus citations

Abstract

The constrained optimization problem with a quadratic cost functional and two quadratic equality constraints has been studied by Bar-on and Grasse, with positive-definite matrix in the objective. In this note, we shall relax the matrix in the objective to be positive semidefinite. A necessary and sufficient condition to characterize a local optimal solution to be global is established. Also, a perturbation scheme is proposed to solve this generalized problem.

Original language	English
Pages (from-to)	733-741
Number of pages	9
Journal	Journal of Optimization Theory and Applications
Volume	98
Issue number	3
DOIs	https://doi.org/10.1023/A:1022688416335
State	Published - 09 1998
Externally published	Yes

Keywords

Global optimal solutions
Quadratic cost functionals
Quadratic equality constraints

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10.1023/A:1022688416335

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AB - The constrained optimization problem with a quadratic cost functional and two quadratic equality constraints has been studied by Bar-on and Grasse, with positive-definite matrix in the objective. In this note, we shall relax the matrix in the objective to be positive semidefinite. A necessary and sufficient condition to characterize a local optimal solution to be global is established. Also, a perturbation scheme is proposed to solve this generalized problem.

KW - Global optimal solutions

KW - Quadratic cost functionals

KW - Quadratic equality constraints

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On a quadratic optimization problem with equality constraints

Abstract

Keywords

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