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Far East Journal of Applied Mathematics

Far East Journal of Applied Mathematics
Volume 104, Issue 1, Pages 1 - 20 (November 2019)
http://dx.doi.org/10.17654/AM104010001

A SIMPLE OPTIMALITY CRITERION FOR QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING

Irene Wattanga and lyaya Wanjala

Abstract:

In this paper, a new global optimality criterion for quadratically constrained quadratic programming is presented. Unlike the former criteria, it does not require use of linear programming to the test whether a local minimizer of this program is a global minimal point.

Keywords and phrases:

global optimization, quadratically constrained quadratic program.

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