Global optimality conditions for quadratic optimization problems with binary constraints

Citation
A. Beck et M. Teboulle, Global optimality conditions for quadratic optimization problems with binary constraints, SIAM J OPTI, 11(1), 2000, pp. 179-188
Citations number
5
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
11
Issue
1
Year of publication
2000
Pages
179 - 188
Database
ISI
SICI code
1052-6234(20000824)11:1<179:GOCFQO>2.0.ZU;2-Y
Abstract
We consider nonconvex quadratic optimization problems with binary constrain ts. Our main result identifies a class of quadratic problems for which a gi ven feasible point is global optimal. We also establish a necessary global optimality condition. These conditions are expressed in a simple way in ter ms of the problem's data. We also study the relations between optimal solut ions of the nonconvex binary quadratic problem versus the associated relaxe d and convex problem defined over the l(infinity) norm. Our approach uses e lementary arguments based on convex duality.