Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2015, Vol. 32 ›› Issue (1): 21-28.doi: 10.3969/j.issn.1005-3085.2015.01.003

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Global Optimality Conditions for Quadratic Program Problems with Quadratic Constraints

ZHOU Xue-gang1,2   

  1. 1- Department of Applied Mathematics, Guangdong University of Finance, Guangzhou 510521
    2- School of Mathematics and Information Science, Guangzhou University, Guangzhou 510006
  • Received:2013-09-09 Accepted:2014-07-28 Online:2015-02-15 Published:2015-04-15
  • Supported by:
    The Postdoctoral Science Foundation Funded of China (2014M562152); the Ph.D. Start-up Fund of Natural Science Foundation of Guangdong Province (S2013040012506).

Abstract:

In this paper, sufficient global optimality conditions are presented for nonconvex quadratic programming problems with quadratic constraints as well as hyperrectangle constr-aints. The new conditions are obtained by making use of quadratic underestimators of quadratic function. We first introduce how to construct quadratic underestimators of quadratic function. Then, by using convex quadratic underestimators of the Lagrangian function at the Karush-Kuhn-Tucker point, we establish sufficient global optimality conditions for nonconvex quadratic programming problems. And we propose sufficient global optimality conditions by utilizing the minimum eigenvalue and quadratic underestimators. Finally, by using quadratic underestimators, we establish the sufficient condition for nonconvex quadratic programming problems with quadratic constraints.

Key words: nonconvex quadratic program, global optimality conditions, quadratic underestimators

CLC Number: