On a Quadratic Optimization Problem with Equality Constraints
On a Quadratic Optimization Problem with Equality Constraints
复制标题
关于具有等式约束的二次优化问题
DOI：
10.1023/a:1022688416335
复制
发表时间：
1998
影响因子：
1.9
通讯作者：
Y. Liou
中科院分区：
文献类型：
--
作者：
S. Guu;Y. Liou
Bar-on和Grasse研究了目标为正定矩阵的具有二次费用泛函和两个二次等式约束的约束优化问题。在本文中，我们将放宽目标中的矩阵为半正定。建立了局部最优解是全局最优解的充分必要条件。此外，提出了一种摄动方案来解决这个广义问题。
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.