Semidefinite relaxation and nonconvex quadratic optimization
作者:
Yu Nesterov,
期刊:
Optimization Methods and Software
(Taylor Available online 1998)
卷期:
Volume 9,
issue 1-3
页码: 141-160
ISSN:1055-6788
年代: 1998
DOI:10.1080/10556789808805690
出版商: Gordon and Breach Science Publishers
关键词: Semidefinite Optimization;Semidefinite Relaxation;Nonconvex Quadratic Optimization
数据来源: Taylor
摘要:
In this paper we study the quality of semidefinite relaxation for a global quadratic optimization problem with diagonal quadratic consraints. We prove that such relaxation approximates the exact solution of the problem with relative accuracy μ = (π/2) – 1. We consider some applications of this result
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