Optimization Online


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


Download: [PDF]

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

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society