Semidefinite relaxation and nonconvex quadratic optimization 论文
1998Optimization methods & software引用 379
Advanced Optimization Algorithms ResearchComplexity and Algorithms in GraphsSparse and Compressive Sensing Techniques
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 mu = (pi/2)-1. We consider some applications of this result.