Sufficient global optimality conditions for bivalent quadratic optimization

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Abstract

We prove a sufficient global optimality condition for the problem of minimizing a quadratic function subject to quadratic equality constraints where the variables are allowed to take values -1 and 1. We extend the condition to quadratic problems with matrix variables and orthonormality constraints, and in particular to the quadratic assignment problem.

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Journal of Optimization Theory and Applications

Publisher

Springer

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Published Version (Please cite this version)

Language

English