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| Volume 6, Number 1, January 2010, pp. 65-74 | ||||||||
| V. Jeyakumar, G.M. Lee and S. Srisatkunarajah | ||||||||
| Key words: | ||||||||
| quadratic programs, weighted least squares, global optimality conditions, mixed variables | ||||||||
| Mathematices Subject Classification: 41A29, 90C20, 90C32 | ||||||||
|
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| Volume 6, Number 1, January 2010, pp. 65-74 | ||||||||
| V. Jeyakumar, G.M. Lee and S. Srisatkunarajah | ||||||||
| Key words: | ||||||||
| quadratic programs, weighted least squares, global optimality conditions, mixed variables | ||||||||
| Mathematices Subject Classification: 41A29, 90C20, 90C32 | ||||||||
|
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| Abstract: | |||
| We provide simple necessary, and sufficient conditions for a local minimizer to be a global minimizer of quadratic functions with mixed variables. We fully distinguish global minimizers from local minimizers in the case when the quadratic function is a sum of squares by providing a necessary and sufficient global optimality condition. We discuss examples to illustrate the significance of our conditions for identifying a global minimizer among local minimizers. Finally we apply our criteria for identifying global minimizers of a class of fractional programming problems. | |||
| Distinguishing a global minimizer from local minimizers of quadratic minimization with mixed variables | ||