Lagrange multiplier necessary conditions for global optimality for non-convex minimization over a quadratic constraint via S-lemma.
Vaithilingam JeyakumarS. SrisatkunarajahPublished in: Optim. Lett. (2009)
Keyphrases
- convex minimization
- global optimality
- lagrange multipliers
- globally optimal
- objective function
- global optimization
- global convergence
- penalty function
- rate distortion
- semidefinite
- sufficient conditions
- optimal solution
- constrained optimization
- discrete optimization
- linear program
- pairwise
- convex functions
- computer vision
- cost function
- theoretical guarantees
- lower bound
- optical flow