On the minimization of quadratic functions with bilinear constraints via augmented Lagrangians (Q580184): Difference between revisions

The minimization of a quadratic function subject to bilinear constraints is proven to be equivalent to the unconstrained minimization of an augmented Lagrangian of the type introduced by \textit{G. di Pillo} and \textit{L. Grippo} [SIAM J. Control Optimization 17, 618-628 (1979; Zbl 0418.90077)], under assumptions weaker than those used in the general case. Two applications are reported: the parameter identification problem for a discrete linear system and the optimal control of a bilinear discrete system.