Semidefinite relaxation and nonconvex quadratic optimization

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 resul...

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Bibliographic Details
Published inOptimization methods & software Vol. 9; no. 1-3; pp. 141 - 160
Main Author Nesterov, Yu
Format Journal Article
LanguageEnglish
Published Gordon and Breach Science Publishers 01.01.1998
Subjects
Nonconvex Quadratic Optimization
Semidefinite Optimization
Semidefinite Relaxation
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Summary: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
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
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ISSN:1055-6788
1029-4937
DOI:10.1080/10556789808805690