On the solution of quadratic programming problem with a feasible region defined as a Minkowski sum of a compact set and finitely generated convex closed cone

摘要

Quadratic programming problem with bounded below (bounded above, respectively) quadratic objective function over a feasible region, defined as Minkowski sum of a compact set and finitely generated convex closed cone, is considered in this paper. In general, this feasible region is unbounded. Such problems arise in optimization theory and applications, as operations research models, engineering, etc. Existence of solution of the considered problem is proved.