Global optimality conditions in maximizing a convex quadratic function under convex quadratic constraints

Citation
Jb. Hiriart-urruty, Global optimality conditions in maximizing a convex quadratic function under convex quadratic constraints, J GLOB OPT, 21(4), 2001, pp. 445-455
Citations number
9
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
21
Issue
4
Year of publication
2001
Pages
445 - 455
Database
ISI
SICI code
0925-5001(2001)21:4<445:GOCIMA>2.0.ZU;2-L
Abstract
For the problem of maximizing a convex quadratic function under convex quad ratic constraints, we derive conditions characterizing a globally optimal s olution. The method consists in exploiting the global optimality conditions , expressed in terms of epsilon -subdifferentials of convex functions and e psilon -normal directions, to convex sets. By specializing the problem of m aximizing a convex function over a convex set, we find explicit conditions for optimality.