Global quadratic optimization via conic relaxation
We present a convex conic relaxation for a problem of maximizing an indefinite quadratic form over a set of convex constraints on the squared variables. We show that for all these problems we get at least 12/37-relative accuracy of the approximation. In the second part of the paper we derive the conic relaxation by another approach based on the second order optimality conditions. We show that for lp-balls, p>=2, intersected by a linear subspace, it is possible to guarantee (1- 2/p)-relative accuracy of the solution. As a consequence, we prove (1 - 1/eln-n)-relative accuracy of the conic relaxation for an indefinite quadratic maximization problem over an n-dimensional unit box with homogeneous linear equality constraints. We discuss the implications of the results for the discussion around the question P = NP.
|Date of creation:||21 Feb 1998|
|Date of revision:|
|Contact details of provider:|| Postal: |
Fax: +32 10474304
Web page: http://www.uclouvain.be/core
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- NESTEROV, Yurii, 1997. "Semidefinite relaxation and nonconvex quadratic optimization," CORE Discussion Papers 1997044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- NESTEROV, Yurii, 1997. "Quality of semidefinite relaxation for nonconvex quadratic optimization," CORE Discussion Papers 1997019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
When requesting a correction, please mention this item's handle: RePEc:cor:louvco:1998060. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alain GILLIS)
If references are entirely missing, you can add them using this form.