An optimality criterion for global quadratic optimization

✍ Scribed by Arnold Neumaier

• Book ID: 104630073
• Publisher: Springer US
• Year: 1992
• Tongue: English
• Weight: 350 KB
• Volume: 2
• Category: Article
• ISSN: 0925-5001
• DOI: 10.1007/bf00122055

✦ Synopsis

In this paper we prove a sufficient condition that a strong local minimizer of a bounded quadratic program is the unique global minimizer. This sufficient condition can be verified computationally by solving a linear and a convex quadratic program and can be used as a quality test for local minimizers found by standard indefinite quadratic programming routines.