Using copositivity for global optimality criteria in concave quadratic programming problems

From MaRDI portal





For the general linearly constrained concave quadratic minimization problem, the authors give necessary and sufficient optimality conditions which are expressed in terms of the copositivity, with respect to a certain cone, of an associated matrix. The proof is based on results of \textit{J.-B. Hiriart-Urruty} [in: `Nonsmooth optimization and related topics', Proc. 4th Course Int. Sch. Math., Erice/Italy 1988, Ettore Majorana Int. Sci. Ser., Phys. Sci. 43, 219-239 (1989; Zbl 0735.90056)] characterizing global minima of differences of convex functions.




Cited in
(21)








This page was built for publication: Using copositivity for global optimality criteria in concave quadratic programming problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1319026)