Algorithms of Nondifferentiable Optimization: Development and Application
Cybernetics and Systems Analysis
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For a general quadratic problem, an analog is formulated as a homogeneous quadratic problem. The estimates 驴* 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 驴* is reduced to an unconstraint minimization problem for a convex function.