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Quality of semidefinite relaxation for nonconvex quadratic optimization

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  • NESTEROV, Yurii

    (Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium)

Abstract

In this paper we prove that the semidefinite relaxation of boolean quadratic maximization problem with indefinite matrix provides us with a fixed absolute accuracy estimate for the exact solution.

Suggested Citation

  • NESTEROV, Yurii, 1997. "Quality of semidefinite relaxation for nonconvex quadratic optimization," LIDAM Discussion Papers CORE 1997019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1997019
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1997.html
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    Cited by:

    1. NESTEROV, Yurii, 1998. "Global quadratic optimization via conic relaxation," LIDAM Discussion Papers CORE 1998060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. NESTEROV, Yurii, 1999. "Global quadratic optimization on the sets with simplex structure," LIDAM Discussion Papers CORE 1999015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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