Abstract

AbstractIn this paper, we study global optimal solutions of minimizing a nonconvex quadratic function subject to a sphere constraint. The main challenge is to solve the problem when it has multiple global solutions on the boundary of the sphere, which is called hard case. By canonical duality theory, a concave maximization problem is formulated, which is one-dimensional and without duality gaps to the primal problem. Then sufficient and necessary conditions are provided to identify whether the problem is in the hard case or not. A perturbation method and associated algorithms are proposed to solve hard-case problems. Theoretical results and methods are verified by numerical examples.KeywordsGlobal optimizationQuadratic minimization problemsCanonical duality theoryTrust region subproblemMathematics Subject Classification (2010):90C2090C2690C46

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