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Cybernetics and Systems Analysis

, Volume 44, Issue 2, pp 225–233 | Cite as

An approach to determining Shor’s dual quadratic estimates

  • O. A. Berezovskii
  • P. I. StetsyukEmail author
Article

Abstract

For a general quadratic problem, an analog is formulated as a homogeneous quadratic problem. The estimates ψ* constructed based on Shor’s dual quadratic estimates for these problems are proved to be equal. It is shown that, for the case of a homogeneous quadratic problem, finding ψ* is reduced to an unconstraint minimization problem for a convex function.

Keywords

quadratic problem Shor’s dual estimate negative definite matrix matrix eigenvalue Lagrangian multipliers nonsmooth penalty function 

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References

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Copyright information

© Springer Science+Business Media, Inc. 2008

Authors and Affiliations

  1. 1.V. M. Glushkov Institute of CyberneticsNational Academy of Sciences of UkraineKyivUkraine

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