Convex maximization problem over a polyhedron given by m linear equations is investigated. It has been shown that such a problem of dimension n can be reduced into another optimization problem of dimension \(n-m\) . We provide a global optimality condition that is based on solving the reduced problem. We illustrate the efficiency of the optimality condition on an example.

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Dimensionality Reduction for Quadratic Convex Maximization

  • Ider Tseveendorj

摘要

Convex maximization problem over a polyhedron given by m linear equations is investigated. It has been shown that such a problem of dimension n can be reduced into another optimization problem of dimension \(n-m\) . We provide a global optimality condition that is based on solving the reduced problem. We illustrate the efficiency of the optimality condition on an example.