Global Optimality Conditions in Maximizing a Convex Quadratic Function under Convex Quadratic Constraints

Abstract

For the problem of maximizing a convex quadratic function under convex quadratic constraints, we derive conditions characterizing a globally optimal solution. The method consists in exploiting the global optimality conditions, expressed in terms of ε-subdifferentials of convex functions and ε-normal directions, to convex sets. By specializing the problem of… (More)
DOI: 10.1023/A:1012752110010

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Cite this paper

@article{HiriartUrruty2001GlobalOC, title={Global Optimality Conditions in Maximizing a Convex Quadratic Function under Convex Quadratic Constraints}, author={Jean-Baptiste Hiriart-Urruty}, journal={J. Global Optimization}, year={2001}, volume={21}, pages={443-453} }