Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10012132417
In this paper we present sufficient conditions for global optimality of non-convex quadratic programs involving linear matrix inequality (LMI) constraints. Our approach makes use of the concept of a quadratic subgradient. We develop optimality conditions for quadratic programs with LMI...
Persistent link: https://www.econbiz.de/10004977559