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Sufficient Conditions for Global Optimality of Bivalent Nonconvex Quadratic Programs with Inequality Constraints

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  • Z. Y. Wu

    (Chongqing Normal University)

  • V. Jeyakumar

    (University of New South Wales)

  • A. M. Rubinov

    (University of Ballarat)

Abstract

We present sufficient conditions for the global optimality of bivalent nonconvex quadratic programs involving quadratic inequality constraints as well as equality constraints. By employing the Lagrangian function, we extend the global subdifferential approach, developed recently in Jeyakumar et al. (J. Glob. Optim., 2007, to appear; Math. Program. Ser. A, 2007, to appear) for studying bivalent quadratic programs without quadratic constraints, and derive global optimality conditions.

Suggested Citation

  • Z. Y. Wu & V. Jeyakumar & A. M. Rubinov, 2007. "Sufficient Conditions for Global Optimality of Bivalent Nonconvex Quadratic Programs with Inequality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 133(1), pages 123-130, April.
  • Handle: RePEc:spr:joptap:v:133:y:2007:i:1:d:10.1007_s10957-007-9177-1
    DOI: 10.1007/s10957-007-9177-1
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    References listed on IDEAS

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    1. M. Ç. Pinar, 2004. "Sufficient Global Optimality Conditions for Bivalent Quadratic Optimization," Journal of Optimization Theory and Applications, Springer, vol. 122(2), pages 433-440, August.
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    Cited by:

    1. Yanjun Wang & Zhian Liang, 2010. "Global optimality conditions for cubic minimization problem with box or binary constraints," Journal of Global Optimization, Springer, vol. 47(4), pages 583-595, August.
    2. Wu, Zhiyou & Tian, Jing & Quan, Jing & Ugon, Julien, 2014. "Optimality conditions and optimization methods for quartic polynomial optimization," Applied Mathematics and Computation, Elsevier, vol. 232(C), pages 968-982.
    3. Z. Y. Wu & A. M. Rubinov, 2010. "Global Optimality Conditions for Some Classes of Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 145(1), pages 164-185, April.
    4. Xue-Gang Zhou & Xiao-Peng Yang & Bing-Yuan Cao, 2015. "Global optimality conditions for cubic minimization problems with cubic constraints," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 82(3), pages 243-264, December.

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