A method for global minimization of nonconvex quadratic functions
Adil Bagirov, Vivek Laha, Juan Enrique Martínez-Legaz
Abstract
The problem of global minimization of nonconvex quadratic functions subject to box constraints is studied. Applying Gershgorin theorem we reduce the main matrix A to its diagonal form which is used to obtain difference of convex representation of the quadratic function. Then ε-subdifferentials of DC components are studied and used to design a method for minimizing the quadratic function globally.
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