Abstract
In this paper we prove a sufficient condition that a strong local minimizer of a bounded quadratic program is the unique global minimizer. This sufficient condition can be verified computationally by solving a linear and a convex quadratic program and can be used as a quality test for local minimizers found by standard indefinite quadratic programming routines.
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Part of this work was done while the author was at the University of Wisconsin-Madison.
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Neumaier, A. An optimality criterion for global quadratic optimization. J Glob Optim 2, 201–208 (1992). https://doi.org/10.1007/BF00122055
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DOI: https://doi.org/10.1007/BF00122055