Global optimization of a quadratic functional with quadratic equality constraints (Q1333357)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Global optimization of a quadratic functional with quadratic equality constraints |
scientific article |
Statements
Global optimization of a quadratic functional with quadratic equality constraints (English)
0 references
13 September 1994
0 references
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.
0 references
global minimum
0 references
condition of optimality
0 references
Hessian
0 references
constrained optimization
0 references
local solution
0 references