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Sufficient Global Optimality Conditions for Bivalent Quadratic Optimization

M.C. PINAR (mustafap***at***bilkent.edu.tr)

Abstract: We prove a sufficient global optimality condition for quadratic optimization with quadratic constraints where the variables are allowed to take -1 and 1 values. We extend the condition to quadratic programs with matrix variables and orthogonality conditions, and in particular, to the quadratic assignment problem.

Keywords: nonconvex quadratic programming with bivalent variables, sufficient condition, global optimality

Category 1: Nonlinear Optimization (Quadratic Programming )

Category 2: Integer Programming (0-1 Programming )

Citation: Bilkent University Technical Report, September 2002.

Download: [Postscript]

Entry Submitted: 09/16/2002
Entry Accepted: 09/16/2002
Entry Last Modified: 09/16/2002

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