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Bulletin of Irkutsk State University. Series Mathematics, 2016, Volume 18, Pages 110–121
(Mi iigum282)
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A method for semidefinite quasiconvex maximization problem
R. Enkhbata, M. Bellalijb, K. Jbilouc, T. Bayartugsd a Institute of Mathematics, National University of Mongolia
b University of Valenciennes and Hainaut-Cambresis,
Departement des Mathematiques, Valenciennes, Nord-Pas-de-Calais,
France
c University of Littoral Côte d'Opale, Calais, France
d University of Science and Technology, Mongolia
Abstract:
We introduce so-called semidefinite quasiconvex maximization problem. We derive new global optimality conditions by generalizing [9]. Using these conditions, we construct an algorithm which generates a sequence of local maximizers that converges to a global solution. Also, new applications of semidefinite quasiconvex maximization are given. Subproblems of the proposed algorithm are semidefinite linear programming.
Keywords:
semidefinite linear programming, global optimality conditions, semidefinite quasiconvex maximization, algorithm, approximation set.
Citation:
R. Enkhbat, M. Bellalij, K. Jbilou, T. Bayartugs, “A method for semidefinite quasiconvex maximization problem”, Bulletin of Irkutsk State University. Series Mathematics, 18 (2016), 110–121
Linking options:
https://www.mathnet.ru/eng/iigum282 https://www.mathnet.ru/eng/iigum/v18/p110
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Abstract page: | 190 | Full-text PDF : | 57 | References: | 42 |
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