An Algorithm for Global Minimization of Linearly Constrained Concave Quadratic Functions (Q3780011)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Algorithm for Global Minimization of Linearly Constrained Concave Quadratic Functions |
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An Algorithm for Global Minimization of Linearly Constrained Concave Quadratic Functions (English)
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1987
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global minimization
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symmetric positive definite matrix
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Q-conjugate directions
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branch and bound
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efficient lower bounding
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liorphically onto a corresponding lower level set of the other one. In case that \({\mathcal P}(\bar f,\bar H,\bar G)\) is equivalent with \({\mathcal P}(f,H,G)\) for all (\=f,\=H,Ḡ) in some neighborhood of (f,H,G) we call \({\mathcal P}(f,H,G)\) structurally stable
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the topology used takes derivatives up to order two into account. Under the assumption that M[H,G] is compact we prove that structural stability
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Mangasarian-Fromovitz constraint qualification
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