New positive semidefinite relaxations for nonconvex quadratic programs. (English) Zbl 1015.90063
Hadjisavvas, Nicolas (ed.) et al., Advances in convex analysis and global optimization. Honoring the memory of C. Caratheodory (1873-1950). Dordrecht: Kluwer Academic Publishers. Nonconvex Optim. Appl. 54, 319-331 (2001).
Summary: We consider the general nonconvex quadratic programming problem and provide a series of positive semidefinite (or LMI) relaxation whose sequence of optimal values is monotone and converges to the optimal value of the original problem. It improves and includes as a special case the well-known Shor’s LMI relaxation.
For the entire collection see [Zbl 0968.00020].
For the entire collection see [Zbl 0968.00020].
MSC:
| 90C22 | Semidefinite programming |
| 90C26 | Nonconvex programming, global optimization |
| 90C20 | Quadratic programming |
