Copositive relaxation for general quadratic programming

被引:41
|
作者
Quist, AJ [1 ]
De Klerk, E [1 ]
Roos, C [1 ]
Terlaky, T [1 ]
机构
[1] Tech Univ Delft, Fac Tech Math & Informat, NL-2600 GA Delft, Netherlands
来源
OPTIMIZATION METHODS & SOFTWARE | 1998年 / 9卷 / 1-3期
关键词
copositive matrices; quadratic programming; global optimization; duality theory; semi-definite optimization; Shor relaxation;
D O I
10.1080/10556789808805692
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We consider general, typically nonconvex, Quadratic Programming Problems. The Semi-definite relaxation proposed by Shor provides bounds on the optical solution. but it does not always provide sufficiently strong bounds if linear constraints are also involved. To get rid of the linear side-constraints. another, stronger convex relaxation is derived. This relaxation uses copositive matrices. Special cases are discussed for which both relaxations are equal. At the end of the paper, the complexity and solvability of the relaxations are discussed.
引用
收藏
页码:185 / 208
页数:24
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