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On local non-global minimizers of quadratic optimization problem with a single quadratic constraint

Akram Taati(akram.taati***at***gmail.com)
Maziar Salahi(salahim***at***guilan.ac.ir)

Abstract: In this paper, we consider the nonconvex quadratic optimization problem with a single quadratic constraint. First we give a theoretical characterization of the local non-global minimizers. Then we extend the recent characterization of the global minimizer via a generalized eigenvalue problem to the local non-global minimizers. Finally, we use these results to derive an efficient algorithm that finds the global minimizer of the problem with an additional linear inequality constraint.

Keywords: quadratically constrained quadratic optimization, global optimization, local minimizer, generalized eigenvalue problem

Category 1: Global Optimization

Category 2: Nonlinear Optimization

Citation:

Download: [PDF]

Entry Submitted: 11/21/2018
Entry Accepted: 11/21/2018
Entry Last Modified: 11/21/2018

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