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On a Quadratic Optimization Problem with Equality Constraints

Author

Listed:
  • S. M. Guu

    (Yuan Ze University)

  • Y. C. Liou

    (Yuan Ze University)

Abstract

The constrained optimization problem with a quadratic cost functional and two quadratic equality constraints has been studied by Bar-on and Grasse, with positive-definite matrix in the objective. In this note, we shall relax the matrix in the objective to be positive semidefinite. A necessary and sufficient condition to characterize a local optimal solution to be global is established. Also, a perturbation scheme is proposed to solve this generalized problem.

Suggested Citation

  • S. M. Guu & Y. C. Liou, 1998. "On a Quadratic Optimization Problem with Equality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 98(3), pages 733-741, September.
    • Handle: RePEc:spr:joptap:v:98:y:1998:i:3:d:10.1023_a:1022688416335
    DOI: 10.1023/A:1022688416335
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    References listed on IDEAS

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    1. J. R. Bar-On & K. A. Grasse, 1997. "Global Optimization of a Quadratic Functional with Quadratic Equality Constraints, Part 2," Journal of Optimization Theory and Applications, Springer, vol. 93(3), pages 547-556, June.
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