«THE BULLETIN OF IRKUTSK STATE UNIVERSITY». SERIES «MATHEMATICS»
«IZVESTIYA IRKUTSKOGO GOSUDARSTVENNOGO UNIVERSITETA». SERIYA «MATEMATIKA»
ISSN 1997-7670 (Print)
ISSN 2541-8785 (Online)

List of issues > Series «Mathematics». 2016. Vol. 18

A Method for Semidefinite Quasiconvex Maximization Problem

Author(s)
R. Enkhbat, M. Bellalij, K. Jbilou, T. Bayartugs
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
UDC
519.853

MSC

90C26, 93C05

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